+98.0%
VCIT vs ROP
+744.3%
-646.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | -0.3% | -4.4% | +4.1% | -0.3% |
| 30D | -0.8% | +3.2% | -4.0% | -0.8% |
| 3M | -1.0% | +23.1% | -24.1% | -1.3% |
| 6M | -1.8% | +13.3% | -15.1% | -2.1% |
| YTD | -0.7% | -7.9% | +7.2% | -0.6% |
| 1Y | +1.0% | -22.1% | +23.0% | +1.4% |
| 3Y | +18.8% | -16.8% | +35.7% | +19.2% |
| 5Y | +3.5% | -13.5% | +17.0% | +3.4% |
| 10Y | +29.2% | +137.7% | -108.5% | +32.8% |
| All | +98.0% | +744.3% | -646.4% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling