+31.2%
VCIT vs IT
+96.9%
-65.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.7% | -18.8% | +19.5% | +1.3% |
| 30D | +1.8% | -0.1% | +1.9% | +1.7% |
| 3M | -1.1% | +2.9% | -4.0% | -1.3% |
| 6M | -1.7% | +20.4% | -22.1% | -2.5% |
| YTD | -1.1% | -24.3% | +23.1% | -0.6% |
| 1Y | -0.4% | -17.2% | +16.8% | -0.1% |
| 3Y | +20.5% | -52.4% | +72.9% | +22.7% |
| 5Y | +3.8% | -43.7% | +47.5% | +4.5% |
| 10Y | +31.2% | +90.3% | -59.1% | +28.0% |
| All | +31.2% | +96.9% | -65.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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