+31.4%
VCIT vs CAPR
-63.2%
+94.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.1% | -0.7% |
| 7D | -1.4% | +19.1% | -20.5% | -1.4% |
| 30D | +0.8% | +48.8% | -48.0% | +0.7% |
| 3M | -1.7% | +144.4% | -146.1% | -1.9% |
| 6M | -2.1% | -67.5% | +65.4% | -2.0% |
| YTD | -2.0% | -64.5% | +62.5% | -2.0% |
| 1Y | -1.5% | +74.4% | -75.9% | -2.0% |
| 3Y | +19.0% | +265.7% | -246.7% | +17.8% |
| 5Y | +3.8% | +196.0% | -192.2% | +2.7% |
| All | +31.4% | -63.2% | +94.6% | +28.4% |
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