+3.8%
VCIT vs FTI
+1,129.5%
-1,125.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.3% | +5.3% | -5.6% | -0.4% |
| 30D | -0.8% | +15.3% | -16.1% | -0.8% |
| 3M | -1.0% | +15.8% | -16.8% | -1.1% |
| 6M | -1.8% | +22.6% | -24.4% | -2.0% |
| YTD | -0.7% | +79.5% | -80.2% | -1.1% |
| 1Y | +1.0% | +102.0% | -101.0% | +0.5% |
| 3Y | +18.8% | +315.8% | -297.0% | +17.6% |
| All | +3.8% | +1,129.5% | -1,125.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling