+6.0%
VCIT vs COMP
-52.0%
+58.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.9% | -0.4% |
| 7D | +0.1% | +13.4% | -13.3% | -0.3% |
| 30D | +1.9% | +11.1% | -9.2% | +1.5% |
| 3M | -1.4% | -18.8% | +17.4% | -1.0% |
| 6M | -2.1% | +10.5% | -12.6% | -2.7% |
| YTD | -1.6% | -3.4% | +1.8% | -2.1% |
| 1Y | -0.9% | +19.7% | -20.6% | -2.0% |
| 3Y | +20.0% | +381.6% | -361.6% | +12.8% |
| 5Y | +3.1% | -17.6% | +20.7% | -2.7% |
| All | +6.0% | -52.0% | +58.0% | +0.8% |
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