+96.3%
VCIT vs M
+147.9%
-51.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.3% |
| 7D | +0.5% | -2.1% | +2.6% | +0.5% |
| 30D | +2.1% | +7.7% | -5.6% | +2.0% |
| 3M | -1.6% | -4.4% | +2.8% | -1.6% |
| 6M | -1.6% | +27.5% | -29.1% | -1.7% |
| YTD | -1.5% | +12.8% | -14.3% | -1.6% |
| 1Y | -0.4% | +20.7% | -21.1% | -0.5% |
| 3Y | +19.6% | +111.3% | -91.7% | +18.9% |
| 5Y | +3.3% | -6.3% | +9.6% | +2.7% |
| 10Y | +28.9% | +1.5% | +27.4% | +27.1% |
| All | +96.3% | +147.9% | -51.6% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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