+304.8%
SPY vs VCIT
+30.3%
+274.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -3.7% | +1.1% | -4.8% | -4.6% |
| 3M | -2.7% | -1.4% | -1.4% | -1.7% |
| 6M | +2.2% | -2.3% | +4.5% | +4.2% |
| YTD | +10.8% | -1.8% | +12.6% | +12.5% |
| 1Y | +11.2% | -1.0% | +12.2% | +12.3% |
| 3Y | +76.5% | +19.3% | +57.2% | +54.0% |
| 5Y | +72.9% | +3.8% | +69.2% | +64.4% |
| 10Y | +304.8% | +30.6% | +274.3% | +295.6% |
| All | +304.8% | +30.3% | +274.6% | +295.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling