+29.8%
VCIT vs TDY
+455.3%
-425.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -0.2% | -1.8% | +1.6% | -0.1% |
| 30D | -0.5% | -13.8% | +13.2% | +0.2% |
| 3M | -0.9% | -3.9% | +2.9% | -0.8% |
| 6M | -1.9% | -9.0% | +7.1% | -1.5% |
| YTD | -1.0% | +16.5% | -17.5% | -1.9% |
| 1Y | +0.2% | +9.3% | -9.0% | -0.4% |
| 3Y | +19.0% | +45.1% | -26.1% | +16.2% |
| 5Y | +3.1% | +35.0% | -31.9% | +0.6% |
| 10Y | +29.8% | +469.0% | -439.2% | +28.0% |
| All | +29.8% | +455.3% | -425.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling