+29.8%
VCIT vs MTCH
+188.8%
-159.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | -0.5% | +12.8% | -13.3% | -0.9% |
| 3M | -0.9% | +20.0% | -20.9% | -1.5% |
| 6M | -1.9% | +34.7% | -36.7% | -2.9% |
| YTD | -1.0% | +30.6% | -31.5% | -1.8% |
| 1Y | +0.2% | +10.9% | -10.7% | -0.2% |
| 3Y | +19.0% | -2.0% | +21.0% | +18.3% |
| 5Y | +3.1% | -72.6% | +75.7% | +4.7% |
| 10Y | +29.8% | +197.9% | -168.1% | +26.9% |
| All | +29.8% | +188.8% | -159.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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