+96.6%
VCIT vs TDY
+1,780.2%
-1,683.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.5% | +3.0% | -3.5% | -0.6% |
| 30D | +1.5% | +6.1% | -4.6% | +1.3% |
| 3M | -1.0% | -4.5% | +3.5% | -0.9% |
| 6M | -1.7% | +2.9% | -4.6% | -1.8% |
| YTD | -1.4% | +27.5% | -28.8% | -2.0% |
| 1Y | -0.9% | +26.5% | -27.4% | -1.5% |
| 3Y | +19.8% | +70.1% | -50.3% | +18.2% |
| 5Y | +4.6% | +46.8% | -42.2% | +3.3% |
| 10Y | +31.5% | +447.2% | -415.6% | +32.9% |
| All | +96.6% | +1,780.2% | -1,683.6% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling