+28.9%
VCIT vs CAPR
-68.5%
+97.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.1% |
| 7D | +0.1% | +41.1% | -41.0% | 0.0% |
| 30D | +1.9% | +11.1% | -9.2% | +1.9% |
| 3M | -1.4% | +115.3% | -116.8% | -1.6% |
| 6M | -2.1% | -73.8% | +71.7% | -2.1% |
| YTD | -1.6% | -68.8% | +67.2% | -1.6% |
| 1Y | -0.9% | +43.3% | -44.2% | -1.4% |
| 3Y | +20.0% | +214.7% | -194.7% | +18.9% |
| 5Y | +3.1% | +141.3% | -138.1% | +2.1% |
| All | +28.9% | -68.5% | +97.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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