+3.8%
VCIT vs ROP
-13.6%
+17.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.3% |
| 7D | -0.3% | -4.4% | +4.1% | 0.0% |
| 30D | -0.8% | +3.2% | -4.0% | -1.0% |
| 3M | -1.0% | +23.1% | -24.1% | -2.8% |
| 6M | -1.8% | +13.3% | -15.1% | -2.9% |
| YTD | -0.7% | -7.9% | +7.2% | +0.2% |
| 1Y | +1.0% | -22.1% | +23.0% | +3.7% |
| 3Y | +18.8% | -16.8% | +35.7% | +20.3% |
| All | +3.8% | -13.6% | +17.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling