+96.6%
VCIT vs IT
+890.3%
-793.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | 0.0% |
| 7D | -0.5% | -6.8% | +6.4% | -0.4% |
| 30D | +1.5% | -0.6% | +2.0% | +1.4% |
| 3M | -1.0% | +3.1% | -4.0% | -1.1% |
| 6M | -1.7% | +25.5% | -27.2% | -2.2% |
| YTD | -1.4% | -23.5% | +22.1% | -1.1% |
| 1Y | -0.9% | -16.6% | +15.7% | -0.8% |
| 3Y | +19.8% | -53.1% | +72.9% | +21.1% |
| 5Y | +4.6% | -41.4% | +46.0% | +5.0% |
| 10Y | +31.5% | +90.9% | -59.4% | +31.1% |
| All | +96.6% | +890.3% | -793.6% | +101.4% |
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