+4.1%
VCIT vs TDY
+44.4%
-40.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.4% | +4.1% | -5.5% | -1.7% |
| 30D | +0.6% | +5.7% | -5.2% | +0.1% |
| 3M | -2.2% | -4.4% | +2.2% | -2.0% |
| 6M | -2.3% | +1.2% | -3.5% | -2.5% |
| YTD | -2.2% | +26.0% | -28.2% | -4.0% |
| 1Y | -1.4% | +27.4% | -28.7% | -3.3% |
| 3Y | +18.7% | +67.5% | -48.8% | +13.1% |
| All | +4.1% | +44.4% | -40.3% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling