+31.2%
VCIT vs CAPR
-64.9%
+96.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.4% | 0.0% |
| 7D | +0.7% | +36.0% | -35.3% | +0.7% |
| 30D | +1.8% | +25.8% | -24.0% | +1.8% |
| 3M | -1.1% | +140.8% | -142.0% | -1.3% |
| 6M | -1.7% | -67.6% | +65.9% | -1.6% |
| YTD | -1.1% | -65.9% | +64.7% | -1.1% |
| 1Y | -0.4% | +66.1% | -66.5% | -0.9% |
| 3Y | +20.5% | +256.9% | -236.4% | +19.3% |
| 5Y | +3.8% | +172.1% | -168.3% | +2.7% |
| 10Y | +31.2% | -64.7% | +95.9% | +28.1% |
| All | +31.2% | -64.9% | +96.2% | +28.1% |
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