+30.9%
VCIT vs ALM
+2,084.7%
-2,053.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.5% | -7.2% | +6.7% | -0.5% |
| 30D | +1.0% | -26.4% | +27.4% | +1.2% |
| 3M | -1.4% | -38.6% | +37.2% | -1.1% |
| 6M | -2.1% | -61.0% | +58.9% | -1.7% |
| YTD | -1.8% | -7.4% | +5.6% | -1.9% |
| 1Y | -1.4% | +14.0% | -15.3% | -1.6% |
| 3Y | +19.3% | +844.4% | -825.2% | +17.4% |
| 5Y | +4.1% | +410.8% | -406.7% | +2.6% |
| 10Y | +30.9% | +2,084.7% | -2,053.8% | +27.2% |
| All | +30.9% | +2,084.7% | -2,053.8% | +27.2% |
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