+98.0%
VCIT vs AG
+491.1%
-393.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | -0.3% | +1.0% | -1.4% | -0.4% |
| 30D | -0.8% | +19.2% | -19.9% | -1.1% |
| 3M | -1.0% | +6.2% | -7.2% | -1.2% |
| 6M | -1.8% | -26.7% | +24.8% | -1.5% |
| YTD | -0.7% | +26.1% | -26.8% | -1.4% |
| 1Y | +1.0% | +131.7% | -130.7% | -1.0% |
| 3Y | +18.8% | +255.3% | -236.5% | +14.9% |
| 5Y | +3.5% | +61.9% | -58.5% | +0.8% |
| 10Y | +29.2% | +72.0% | -42.8% | +24.1% |
| All | +98.0% | +491.1% | -393.2% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling