+97.8%
VCIT vs IDXX
+1,936.4%
-1,838.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | +0.1% | -4.6% | +4.7% | +0.2% |
| 30D | -0.8% | -11.3% | +10.6% | -0.4% |
| 3M | -0.5% | -7.3% | +6.8% | -0.3% |
| 6M | -1.4% | -14.5% | +13.1% | -1.0% |
| YTD | -0.8% | -23.1% | +22.3% | 0.0% |
| 1Y | +0.3% | -20.3% | +20.6% | +0.9% |
| 3Y | +19.2% | +11.7% | +7.5% | +18.1% |
| 5Y | +3.6% | -24.4% | +27.9% | +2.7% |
| 10Y | +29.3% | +355.5% | -326.3% | +27.9% |
| All | +97.8% | +1,936.4% | -1,838.7% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 2026-09-08: compounded portfolio wealth divided by compounded IDXX 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling