+98.0%
VCIT vs A
+714.5%
-616.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.3% | -1.9% | +1.6% | -0.3% |
| 30D | -0.8% | +6.9% | -7.7% | -0.9% |
| 3M | -1.0% | +9.2% | -10.2% | -1.2% |
| 6M | -1.8% | +25.7% | -27.5% | -2.3% |
| YTD | -0.7% | +11.5% | -12.2% | -1.0% |
| 1Y | +1.0% | +18.4% | -17.4% | +0.6% |
| 3Y | +18.8% | +26.6% | -7.8% | +18.1% |
| 5Y | +3.5% | -12.8% | +16.3% | +2.8% |
| 10Y | +29.2% | +247.2% | -218.0% | +30.4% |
| All | +98.0% | +714.5% | -616.5% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling