+30.6%
VCIT vs HBM
+328.6%
-298.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | -0.1% |
| 7D | +0.7% | +5.0% | -4.3% | +0.6% |
| 30D | +1.8% | -12.7% | +14.5% | +2.0% |
| 3M | -1.6% | -17.4% | +15.9% | -1.3% |
| 6M | -2.1% | -8.9% | +6.8% | -2.1% |
| YTD | -1.6% | +14.9% | -16.5% | -2.1% |
| 1Y | -0.8% | +41.4% | -42.2% | -1.8% |
| 3Y | +19.9% | +462.1% | -442.2% | +15.3% |
| 5Y | +3.3% | +224.0% | -220.7% | -0.3% |
| 10Y | +30.6% | +320.9% | -290.3% | +22.3% |
| All | +30.6% | +328.6% | -298.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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