+311.1%
SPY vs VCIT
+30.4%
+280.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | -2.4% | +1.0% | -3.4% | -3.2% |
| 3M | -1.2% | -1.4% | +0.2% | 0.0% |
| 6M | +3.3% | -2.1% | +5.4% | +5.1% |
| YTD | +12.3% | -1.8% | +14.1% | +14.0% |
| 1Y | +12.4% | -1.4% | +13.8% | +13.8% |
| 3Y | +78.8% | +19.3% | +59.5% | +56.0% |
| 5Y | +75.2% | +4.1% | +71.0% | +66.1% |
| 10Y | +311.1% | +30.9% | +280.2% | +301.6% |
| All | +311.1% | +30.4% | +280.7% | +301.6% |
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