+6.1%
VCIT vs COMP
-56.6%
+62.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.2% | +8.4% | +0.5% |
| 7D | +0.5% | -1.8% | +2.3% | +0.5% |
| 30D | +2.1% | -0.8% | +2.8% | +2.0% |
| 3M | -1.6% | -28.1% | +26.6% | -0.8% |
| 6M | -1.6% | +27.0% | -28.6% | -2.5% |
| YTD | -1.5% | -12.8% | +11.3% | -1.7% |
| 1Y | -0.4% | +4.9% | -5.3% | -1.1% |
| 3Y | +19.6% | +321.0% | -301.4% | +12.9% |
| 5Y | +3.3% | -25.6% | +28.9% | -2.3% |
| All | +6.1% | -56.6% | +62.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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