+7.0%
VCIT vs COMP
-47.7%
+54.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -0.8% | -13.3% | +12.6% | -0.4% |
| 3M | -1.0% | +41.1% | -42.1% | -2.1% |
| 6M | -1.8% | +17.2% | -19.0% | -2.6% |
| YTD | -0.7% | +5.2% | -5.9% | -1.3% |
| 1Y | +1.0% | +18.9% | -17.9% | -0.1% |
| 3Y | +18.8% | +215.9% | -197.1% | +13.0% |
| 5Y | +3.5% | -31.2% | +34.7% | -2.6% |
| All | +7.0% | -47.7% | +54.7% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling