+28.9%
VCIT vs ALM
+2,022.9%
-1,994.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.1% |
| 7D | +0.1% | -6.7% | +6.8% | +0.1% |
| 30D | +1.9% | -32.9% | +34.8% | +2.1% |
| 3M | -1.4% | -39.5% | +38.0% | -1.2% |
| 6M | -2.1% | -62.0% | +59.9% | -1.7% |
| YTD | -1.6% | -7.8% | +6.2% | -1.7% |
| 1Y | -0.9% | +26.7% | -27.6% | -1.2% |
| 3Y | +20.0% | +825.4% | -805.4% | +18.2% |
| 5Y | +3.1% | +401.2% | -398.1% | +1.7% |
| All | +28.9% | +2,022.9% | -1,994.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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