+96.1%
VCIT vs OMC
+298.4%
-202.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.1% | +6.3% | -6.2% | 0.0% |
| 30D | +1.9% | +15.4% | -13.4% | +1.7% |
| 3M | -1.4% | +5.8% | -7.2% | -1.6% |
| 6M | -2.1% | +14.7% | -16.8% | -2.4% |
| YTD | -1.6% | +10.3% | -11.9% | -1.9% |
| 1Y | -0.9% | +23.2% | -24.1% | -1.3% |
| 3Y | +20.0% | +24.6% | -4.6% | +19.4% |
| 5Y | +3.1% | +50.1% | -46.9% | +2.4% |
| 10Y | +28.7% | +54.3% | -25.5% | +27.4% |
| All | +96.1% | +298.4% | -202.3% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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