+95.8%
VCIT vs SU
+203.3%
-107.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | +0.1% | -10.2% | +10.3% | +0.2% |
| 30D | +1.1% | -6.2% | +7.3% | +1.2% |
| 3M | -1.4% | +8.7% | -10.1% | -1.5% |
| 6M | -2.3% | +7.2% | -9.5% | -2.4% |
| YTD | -1.8% | +55.9% | -57.7% | -2.3% |
| 1Y | -1.0% | +60.4% | -61.4% | -1.6% |
| 3Y | +19.3% | +125.2% | -105.9% | +18.0% |
| 5Y | +3.8% | +216.7% | -212.9% | +2.1% |
| 10Y | +30.6% | +223.9% | -193.3% | +26.7% |
| All | +95.8% | +203.3% | -107.6% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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