+98.0%
VCIT vs MTCH
+715.5%
-617.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -0.8% | +9.7% | -10.5% | -0.9% |
| 3M | -1.0% | +21.1% | -22.1% | -1.4% |
| 6M | -1.8% | +37.5% | -39.3% | -2.5% |
| YTD | -0.7% | +31.9% | -32.6% | -1.3% |
| 1Y | +1.0% | +14.6% | -13.6% | +0.6% |
| 3Y | +18.8% | -6.2% | +25.0% | +18.5% |
| 5Y | +3.5% | -70.6% | +74.1% | +4.0% |
| 10Y | +29.2% | +185.6% | -156.4% | +30.9% |
| All | +98.0% | +715.5% | -617.6% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling