+96.3%
VCIT vs CAPR
-98.9%
+195.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | +0.5% | +29.7% | -29.3% | +0.4% |
| 30D | +2.1% | +11.0% | -8.9% | +2.1% |
| 3M | -1.6% | +118.8% | -120.4% | -1.7% |
| 6M | -1.6% | -73.9% | +72.3% | -1.5% |
| YTD | -1.5% | -70.2% | +68.7% | -1.5% |
| 1Y | -0.4% | +38.3% | -38.6% | -0.6% |
| 3Y | +19.6% | +199.7% | -180.1% | +19.1% |
| 5Y | +3.3% | +130.6% | -127.3% | +2.8% |
| 10Y | +28.9% | -68.5% | +97.4% | +28.2% |
| All | +96.3% | -98.9% | +195.2% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling