+163.6%
W vs VCIT
+42.7%
+120.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | -4.2% | -0.3% | -3.8% | -3.1% |
| 30D | -7.6% | -0.8% | -6.8% | -5.2% |
| 3M | +37.2% | -1.0% | +38.2% | +43.4% |
| 6M | +26.3% | -1.8% | +28.2% | +36.5% |
| YTD | -1.0% | -0.7% | -0.3% | +3.4% |
| 1Y | +20.1% | +1.0% | +19.1% | +19.5% |
| 3Y | +37.8% | +18.8% | +18.9% | -10.4% |
| 5Y | -63.7% | +3.5% | -67.1% | -67.4% |
| 10Y | +156.3% | +29.2% | +127.1% | +105.4% |
| All | +163.6% | +42.7% | +120.9% | +139.2% |
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