+4,150.2%
VLO vs VCIT
+98.3%
+4,052.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -0.3% | +5.6% | +5.2% |
| 30D | +22.6% | -0.8% | +23.4% | +22.6% |
| 3M | +43.8% | -1.0% | +44.8% | +43.7% |
| 6M | +65.7% | -1.8% | +67.6% | +65.8% |
| YTD | +131.1% | -0.7% | +131.8% | +131.0% |
| 1Y | +143.6% | +1.0% | +142.7% | +143.4% |
| 3Y | +201.4% | +18.8% | +182.5% | +199.6% |
| 5Y | +568.9% | +3.5% | +565.4% | +566.0% |
| 10Y | +891.8% | +29.2% | +862.6% | +961.1% |
| All | +4,150.2% | +98.3% | +4,052.0% | +6,724.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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