+31.2%
VCIT vs AMCR
+22.3%
+8.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.7% | -7.9% | +8.6% | +1.1% |
| 30D | +1.8% | +8.2% | -6.4% | +1.4% |
| 3M | -1.1% | -4.3% | +3.2% | -1.0% |
| 6M | -1.7% | +16.6% | -18.3% | -2.4% |
| YTD | -1.1% | +13.1% | -14.2% | -1.9% |
| 1Y | -0.4% | +14.4% | -14.8% | -1.2% |
| 3Y | +20.5% | +18.4% | +2.1% | +19.1% |
| 5Y | +3.8% | -5.8% | +9.6% | +3.3% |
| 10Y | +31.2% | +22.3% | +8.9% | +30.6% |
| All | +31.2% | +22.3% | +8.9% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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