+5.1%
VCIT vs QS
-53.6%
+58.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | 0.0% |
| 7D | +0.7% | +13.7% | -12.9% | +0.6% |
| 30D | +1.8% | -0.2% | +2.0% | +1.8% |
| 3M | -1.1% | -24.8% | +23.7% | -0.9% |
| 6M | -1.7% | -39.4% | +37.7% | -1.3% |
| YTD | -1.1% | -56.1% | +55.0% | -0.6% |
| 1Y | -0.4% | -72.5% | +72.1% | +0.6% |
| 3Y | +20.5% | -16.3% | +36.8% | +19.5% |
| 5Y | +3.8% | -87.6% | +91.3% | +3.2% |
| All | +5.1% | -53.6% | +58.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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