+31.2%
VCIT vs ITOT
+298.5%
-267.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +1.8% | -3.0% | +4.8% | +2.1% |
| 3M | -1.1% | -2.7% | +1.6% | -0.9% |
| 6M | -1.7% | +2.6% | -4.3% | -2.0% |
| YTD | -1.1% | +11.5% | -12.6% | -2.3% |
| 1Y | -0.4% | +13.5% | -13.9% | -1.7% |
| 3Y | +20.5% | +79.7% | -59.2% | +13.3% |
| 5Y | +3.8% | +64.2% | -60.5% | -2.3% |
| 10Y | +31.2% | +290.2% | -259.0% | +19.8% |
| All | +31.2% | +298.5% | -267.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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