+30.6%
VCIT vs MKTX
+12.3%
+18.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +1.1% | +0.8% | +0.3% | +1.1% |
| 3M | -1.4% | +2.6% | -3.9% | -1.4% |
| 6M | -2.3% | +13.6% | -15.9% | -2.8% |
| YTD | -1.8% | -7.1% | +5.3% | -1.6% |
| 1Y | -1.0% | -0.1% | -0.9% | -1.1% |
| 3Y | +19.3% | -22.3% | +41.6% | +19.7% |
| 5Y | +3.8% | -54.5% | +58.3% | +5.2% |
| 10Y | +30.6% | +14.3% | +16.3% | +34.8% |
| All | +30.6% | +12.3% | +18.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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