+30.6%
VCIT vs ACM
+133.7%
-103.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +0.1% | +6.6% | -6.5% | -0.1% |
| 30D | +1.1% | +19.8% | -18.6% | +0.5% |
| 3M | -1.4% | -3.1% | +1.8% | -1.3% |
| 6M | -2.3% | -11.5% | +9.2% | -2.1% |
| YTD | -1.8% | -24.7% | +22.9% | -1.1% |
| 1Y | -1.0% | -45.1% | +44.0% | +0.8% |
| 3Y | +19.3% | -8.9% | +28.1% | +19.0% |
| 5Y | +3.8% | +5.4% | -1.6% | +2.8% |
| 10Y | +30.6% | +131.1% | -100.5% | +26.7% |
| All | +30.6% | +133.7% | -103.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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