+96.1%
VCIT vs MTCH
+664.2%
-568.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | -5.7% | +5.8% | +0.2% |
| 30D | +1.9% | -4.5% | +6.4% | +2.0% |
| 3M | -1.4% | +7.1% | -8.6% | -1.6% |
| 6M | -2.1% | +3.8% | -5.9% | -2.3% |
| YTD | -1.6% | +23.6% | -25.2% | -2.1% |
| 1Y | -0.9% | +22.2% | -23.2% | -1.4% |
| 3Y | +20.0% | +43.6% | -23.6% | +18.7% |
| 5Y | +3.1% | -74.6% | +77.7% | +3.9% |
| 10Y | +28.7% | +176.9% | -148.2% | +30.5% |
| All | +96.1% | +664.2% | -568.1% | +105.8% |
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