+3.5%
VCIT vs MTB
+63.3%
-59.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +1.9% | +0.5% | +1.4% | +1.9% |
| 3M | -1.4% | -12.4% | +10.9% | -1.2% |
| 6M | -2.1% | +1.5% | -3.6% | -2.2% |
| YTD | -1.6% | +10.3% | -11.9% | -1.9% |
| 1Y | -0.9% | +22.2% | -23.1% | -1.4% |
| 3Y | +20.0% | +96.9% | -77.0% | +18.1% |
| All | +3.5% | +63.3% | -59.9% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling