+96.3%
VCIT vs IT
+916.3%
-819.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.3% |
| 7D | +0.5% | -12.0% | +12.4% | +0.6% |
| 30D | +2.1% | +7.1% | -5.0% | +1.9% |
| 3M | -1.6% | +6.3% | -7.8% | -1.7% |
| 6M | -1.6% | +32.5% | -34.1% | -2.2% |
| YTD | -1.5% | -21.5% | +20.0% | -1.3% |
| 1Y | -0.4% | -16.5% | +16.1% | -0.3% |
| 3Y | +19.6% | -48.8% | +68.4% | +20.6% |
| 5Y | +3.3% | -40.2% | +43.5% | +3.6% |
| 10Y | +28.9% | +112.1% | -83.2% | +28.5% |
| All | +96.3% | +916.3% | -819.9% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling