+29.3%
VCIT vs MDY
+170.4%
-141.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | -0.8% | -3.1% | +2.4% | -0.5% |
| 3M | -0.5% | +1.8% | -2.4% | -0.7% |
| 6M | -1.4% | +10.8% | -12.2% | -2.2% |
| YTD | -0.8% | +14.4% | -15.2% | -1.9% |
| 1Y | +0.3% | +15.2% | -14.9% | -0.9% |
| 3Y | +19.2% | +51.2% | -32.0% | +14.9% |
| 5Y | +3.6% | +47.2% | -43.7% | -0.4% |
| 10Y | +29.3% | +171.1% | -141.8% | +20.6% |
| All | +29.3% | +170.4% | -141.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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