+30.6%
VCIT vs MTB
+122.1%
-91.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +1.1% | +1.4% | -0.3% | +1.1% |
| 3M | -1.4% | -11.6% | +10.2% | -1.3% |
| 6M | -2.3% | +5.4% | -7.7% | -2.3% |
| YTD | -1.8% | +11.7% | -13.5% | -1.8% |
| 1Y | -1.0% | +20.5% | -21.6% | -1.1% |
| 3Y | +19.3% | +104.5% | -85.3% | +19.1% |
| 5Y | +3.8% | +65.1% | -61.3% | +3.9% |
| 10Y | +30.6% | +119.5% | -88.9% | +34.4% |
| All | +30.6% | +122.1% | -91.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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