+31.2%
VCIT vs IT
+90.0%
-58.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +0.6% | -1.8% | +2.4% | +0.6% |
| 3M | -2.2% | +4.8% | -7.1% | -2.5% |
| 6M | -2.3% | +33.0% | -35.3% | -3.4% |
| YTD | -2.2% | -23.8% | +21.6% | -1.6% |
| 1Y | -1.4% | -16.5% | +15.2% | -1.1% |
| 3Y | +18.7% | -53.6% | +72.4% | +21.1% |
| 5Y | +3.6% | -42.1% | +45.7% | +4.3% |
| All | +31.2% | +90.0% | -58.8% | +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