+17.5%
VCIT vs SN
+490.7%
-473.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | -9.3% | +9.0% | -0.2% |
| 30D | -0.8% | -4.8% | +4.0% | -0.7% |
| 3M | -1.0% | +40.4% | -41.4% | -1.7% |
| 6M | -1.8% | +50.9% | -52.8% | -2.7% |
| YTD | -0.7% | +54.9% | -55.6% | -1.6% |
| 1Y | +1.0% | +43.0% | -42.0% | +0.1% |
| 3Y | +18.8% | +391.8% | -373.0% | +16.6% |
| All | +17.5% | +490.7% | -473.2% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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