+3.5%
VCIT vs IT
-43.2%
+46.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | 0.0% |
| 7D | +0.1% | -16.9% | +17.0% | +0.6% |
| 30D | +1.9% | +2.3% | -0.4% | +1.8% |
| 3M | -1.4% | +2.9% | -4.3% | -1.6% |
| 6M | -2.1% | +25.9% | -28.0% | -3.0% |
| YTD | -1.6% | -24.6% | +23.0% | -0.8% |
| 1Y | -0.9% | -16.0% | +15.1% | -0.5% |
| 3Y | +20.0% | -51.6% | +71.5% | +22.8% |
| All | +3.5% | -43.2% | +46.6% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling