+225.5%
TGT vs VCIT
+29.7%
+195.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.7% | +4.7% |
| 7D | +4.7% | +0.7% | +4.0% | +4.2% |
| 30D | +8.0% | +1.8% | +6.2% | +6.7% |
| 3M | +11.7% | -1.6% | +13.2% | +12.9% |
| 6M | +34.7% | -2.1% | +36.8% | +36.7% |
| YTD | +74.4% | -1.6% | +76.0% | +76.3% |
| 1Y | +89.2% | -0.8% | +90.0% | +90.3% |
| 3Y | +73.4% | +19.9% | +53.5% | +56.1% |
| 5Y | -24.0% | +3.3% | -27.3% | -30.5% |
| 10Y | +225.5% | +30.6% | +194.9% | +211.7% |
| All | +225.5% | +29.7% | +195.8% | +211.7% |
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