+30.9%
VCIT vs AG
+72.5%
-41.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | 0.0% |
| 7D | -0.5% | -4.0% | +3.5% | -0.4% |
| 30D | +1.0% | -13.1% | +14.1% | +1.3% |
| 3M | -1.4% | -22.0% | +20.6% | -0.9% |
| 6M | -2.1% | -37.3% | +35.2% | -1.2% |
| YTD | -1.8% | -11.2% | +9.4% | -2.1% |
| 1Y | -1.4% | +23.9% | -25.3% | -2.6% |
| 3Y | +19.3% | +225.1% | -205.9% | +13.3% |
| 5Y | +4.1% | +7.7% | -3.6% | +1.0% |
| 10Y | +30.9% | +86.9% | -55.9% | +22.6% |
| All | +30.9% | +72.5% | -41.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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