+95.9%
VCIT vs RL
+575.6%
-479.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.6% |
| 7D | +0.4% | +5.8% | -5.3% | +0.4% |
| 30D | +2.2% | +12.7% | -10.5% | +2.0% |
| 3M | -1.8% | +9.3% | -11.2% | -1.9% |
| 6M | -1.6% | +16.9% | -18.6% | -1.9% |
| YTD | -1.7% | +17.5% | -19.2% | -2.0% |
| 1Y | -0.8% | +34.6% | -35.5% | -1.2% |
| 3Y | +19.3% | +273.2% | -253.9% | +17.6% |
| 5Y | +3.5% | +265.2% | -261.7% | +1.9% |
| 10Y | +28.6% | +406.7% | -378.1% | +26.7% |
| All | +95.9% | +575.6% | -479.7% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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