+95.8%
VCIT vs MKTX
+1,432.9%
-1,337.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +1.1% | +0.3% | +0.8% | +1.1% |
| 3M | -1.4% | +2.1% | -3.4% | -1.4% |
| 6M | -2.3% | +13.1% | -15.4% | -2.5% |
| YTD | -1.8% | -7.6% | +5.8% | -1.7% |
| 1Y | -1.0% | -0.5% | -0.5% | -1.1% |
| 3Y | +19.3% | -22.7% | +41.9% | +19.5% |
| 5Y | +3.8% | -54.7% | +58.5% | +4.1% |
| 10Y | +30.6% | +13.7% | +16.8% | +33.1% |
| All | +95.8% | +1,432.9% | -1,337.1% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling