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  • VCIT vs RF✓SelectedUSD · RFVCIT vs RF performance historyLatest closeAs of-0.01%09/04
Stock and ETF performance explorer

VCIT vs RF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+98.0%
RF return
+774.6%
Excess return
-676.6%
Maximum drawdown
-20.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRFExcessAlpha
1D0.0%-0.1%+0.1%0.0%
7D-0.3%+1.3%-1.7%-0.3%
30D-0.8%-3.6%+2.8%-0.8%
3M-1.0%+8.1%-9.1%-1.0%
6M-1.8%+11.5%-13.3%-1.8%
YTD-0.7%+15.6%-16.3%-0.7%
1Y+1.0%+15.7%-14.7%+1.0%
3Y+18.8%+86.9%-68.0%+19.2%
5Y+3.5%+89.8%-86.3%+4.0%
10Y+29.2%+344.7%-315.5%+32.0%
All+98.0%+774.6%-676.6%+102.7%

Cumulative growth

Daily Returns

Daily percentage return beside RF.

Daily Out/Under-Performance

Portfolio return minus RF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling