+31.2%
VCIT vs A
+328.7%
-297.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.1% |
| 7D | +0.7% | +4.8% | -4.0% | +0.5% |
| 30D | +1.8% | +5.6% | -3.8% | +1.5% |
| 3M | -1.1% | +23.6% | -24.7% | -2.2% |
| 6M | -1.7% | +56.4% | -58.0% | -4.0% |
| YTD | -1.1% | +33.4% | -34.5% | -2.8% |
| 1Y | -0.4% | +23.7% | -24.1% | -1.6% |
| 3Y | +20.5% | +71.0% | -50.5% | +16.4% |
| 5Y | +3.8% | +16.8% | -13.1% | +1.5% |
| 10Y | +31.2% | +323.8% | -292.6% | +24.7% |
| All | +31.2% | +328.7% | -297.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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