+98.0%
VCIT vs D
+265.2%
-167.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +1.5% | -1.8% | -0.4% |
| 30D | -0.8% | -2.6% | +1.8% | -0.6% |
| 3M | -1.0% | 0.0% | -1.0% | -1.0% |
| 6M | -1.8% | +7.4% | -9.2% | -2.2% |
| YTD | -0.7% | +15.9% | -16.6% | -1.5% |
| 1Y | +1.0% | +18.1% | -17.1% | +0.1% |
| 3Y | +18.8% | +58.4% | -39.5% | +16.0% |
| 5Y | +3.5% | +5.2% | -1.7% | +2.5% |
| 10Y | +29.2% | +35.9% | -6.6% | +27.1% |
| All | +98.0% | +265.2% | -167.3% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling