+30.6%
VCIT vs DG
+128.5%
-97.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | +0.7% | +0.7% | +0.1% | +0.7% |
| 30D | +1.8% | +7.4% | -5.6% | +1.6% |
| 3M | -1.6% | +8.5% | -10.1% | -1.8% |
| 6M | -2.1% | +21.9% | -24.0% | -2.6% |
| YTD | -1.6% | +4.9% | -6.5% | -1.8% |
| 1Y | -0.8% | +40.4% | -41.2% | -1.6% |
| 3Y | +19.9% | +23.5% | -3.6% | +18.8% |
| 5Y | +3.3% | -32.3% | +35.6% | +3.6% |
| 10Y | +30.6% | +119.3% | -88.7% | +30.9% |
| All | +30.6% | +128.5% | -97.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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