+20.0%
VCIT vs ROP
-3.8%
+23.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | +0.1% | +2.1% | -2.0% | 0.0% |
| 30D | +1.9% | +32.9% | -31.0% | +0.8% |
| 3M | -1.4% | +20.0% | -21.5% | -2.2% |
| 6M | -2.1% | +36.4% | -38.5% | -3.4% |
| YTD | -1.6% | +7.8% | -9.5% | -1.5% |
| 1Y | -0.9% | +8.0% | -8.9% | -0.8% |
| 3Y | +20.0% | -3.5% | +23.5% | +18.6% |
| All | +20.0% | -3.8% | +23.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling