+95.8%
VCIT vs MTCH
+682.0%
-586.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | +0.1% | +3.7% | -3.6% | 0.0% |
| 30D | +1.1% | -2.8% | +3.9% | +1.2% |
| 3M | -1.4% | +9.3% | -10.6% | -1.6% |
| 6M | -2.3% | +9.2% | -11.5% | -2.5% |
| YTD | -1.8% | +26.5% | -28.3% | -2.3% |
| 1Y | -1.0% | +22.6% | -23.6% | -1.5% |
| 3Y | +19.3% | +40.8% | -21.5% | +18.1% |
| 5Y | +3.8% | -72.9% | +76.7% | +4.4% |
| 10Y | +30.6% | +152.4% | -121.9% | +32.2% |
| All | +95.8% | +682.0% | -586.3% | +105.4% |
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