+96.3%
VCIT vs RL
+525.9%
-429.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.6% | +0.3% |
| 7D | +0.5% | -4.7% | +5.1% | +0.5% |
| 30D | +2.1% | +3.6% | -1.5% | +2.0% |
| 3M | -1.6% | +0.5% | -2.1% | -1.6% |
| 6M | -1.6% | +6.6% | -8.2% | -1.7% |
| YTD | -1.5% | +8.8% | -10.3% | -1.7% |
| 1Y | -0.4% | +21.8% | -22.1% | -0.7% |
| 3Y | +19.6% | +245.8% | -226.2% | +18.0% |
| 5Y | +3.3% | +230.0% | -226.7% | +1.7% |
| 10Y | +28.9% | +369.4% | -340.6% | +27.1% |
| All | +96.3% | +525.9% | -429.6% | +99.5% |
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