+96.1%
VCIT vs SBAC
+549.9%
-453.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | +1.9% | +11.2% | -9.3% | +1.4% |
| 3M | -1.4% | +4.5% | -5.9% | -1.7% |
| 6M | -2.1% | -12.2% | +10.0% | -1.6% |
| YTD | -1.6% | -0.1% | -1.5% | -1.9% |
| 1Y | -0.9% | -0.3% | -0.7% | -1.2% |
| 3Y | +20.0% | -8.7% | +28.7% | +19.8% |
| 5Y | +3.1% | -40.2% | +43.3% | +4.3% |
| 10Y | +28.7% | +97.3% | -68.6% | +28.3% |
| All | +96.1% | +549.9% | -453.9% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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