+30.6%
VCIT vs HIG
+268.7%
-238.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.7% |
| 7D | +0.1% | +2.1% | -2.0% | +0.1% |
| 30D | +1.1% | +6.7% | -5.6% | +1.0% |
| 3M | -1.4% | -1.9% | +0.6% | -1.3% |
| 6M | -2.3% | +5.3% | -7.7% | -2.5% |
| YTD | -1.8% | +1.3% | -3.1% | -1.9% |
| 1Y | -1.0% | +7.2% | -8.2% | -1.2% |
| 3Y | +19.3% | +96.6% | -77.4% | +17.4% |
| 5Y | +3.8% | +110.0% | -106.2% | +2.0% |
| 10Y | +30.6% | +268.4% | -237.8% | +30.1% |
| All | +30.6% | +268.7% | -238.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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