+95.3%
VCIT vs TDY
+1,770.0%
-1,674.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.7% |
| 7D | -1.4% | +9.4% | -10.8% | -1.6% |
| 30D | +0.8% | +5.9% | -5.1% | +0.6% |
| 3M | -1.7% | -5.7% | +3.9% | -1.6% |
| 6M | -2.1% | +2.4% | -4.5% | -2.2% |
| YTD | -2.0% | +26.8% | -28.8% | -2.6% |
| 1Y | -1.5% | +24.7% | -26.1% | -2.0% |
| 3Y | +19.0% | +69.2% | -50.2% | +17.4% |
| 5Y | +3.8% | +45.7% | -42.0% | +2.4% |
| 10Y | +30.6% | +444.2% | -413.6% | +32.0% |
| All | +95.3% | +1,770.0% | -1,674.7% | +110.3% |
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