+30.9%
VCIT vs ALL
+371.2%
-340.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | +1.0% | +12.7% | -11.7% | +0.6% |
| 3M | -1.4% | +0.4% | -1.8% | -1.4% |
| 6M | -2.1% | +23.8% | -25.9% | -3.0% |
| YTD | -1.8% | +27.8% | -29.6% | -2.9% |
| 1Y | -1.4% | +28.9% | -30.3% | -2.5% |
| 3Y | +19.3% | +113.9% | -94.6% | +15.1% |
| 5Y | +4.1% | +157.4% | -153.2% | -0.7% |
| 10Y | +30.9% | +369.0% | -338.0% | +25.9% |
| All | +30.9% | +371.2% | -340.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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