+4.3%
VCIT vs AUR
-57.9%
+62.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | -0.1% |
| 7D | -1.4% | -4.5% | +3.1% | -1.4% |
| 30D | +0.6% | -16.6% | +17.2% | +0.8% |
| 3M | -2.2% | -38.5% | +36.2% | -1.6% |
| 6M | -2.3% | -49.9% | +47.6% | -1.5% |
| YTD | -2.2% | +9.6% | -11.8% | -2.6% |
| 1Y | -1.4% | +1.2% | -2.6% | -1.7% |
| 3Y | +18.7% | +128.8% | -110.1% | +15.0% |
| 5Y | +3.6% | -57.9% | +61.5% | +0.4% |
| All | +4.3% | -57.9% | +62.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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