+2,018.2%
SPGI vs VCIT
+96.6%
+1,921.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.1% |
| 7D | +2.6% | +0.5% | +2.1% | +2.2% |
| 30D | +19.3% | +2.1% | +17.2% | +17.6% |
| 3M | +15.5% | -1.6% | +17.0% | +16.7% |
| 6M | +18.3% | -1.6% | +19.9% | +19.6% |
| YTD | -3.8% | -1.5% | -2.3% | -2.8% |
| 1Y | +1.3% | -0.4% | +1.7% | +1.6% |
| 3Y | +33.6% | +19.6% | +14.0% | +19.9% |
| 5Y | +13.2% | +3.3% | +9.9% | +5.1% |
| 10Y | +346.3% | +28.9% | +317.4% | +348.0% |
| All | +2,018.2% | +96.6% | +1,921.5% | +2,942.5% |
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