+4.4%
VCIT vs QS
-57.3%
+61.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.1% |
| 7D | -0.5% | -5.0% | +4.5% | -0.4% |
| 30D | +1.0% | -1.4% | +2.4% | +1.0% |
| 3M | -1.4% | -33.6% | +32.2% | -1.1% |
| 6M | -2.1% | -47.6% | +45.5% | -1.6% |
| YTD | -1.8% | -59.6% | +57.8% | -1.2% |
| 1Y | -1.4% | -73.5% | +72.2% | -0.4% |
| 3Y | +19.3% | -23.0% | +42.3% | +18.4% |
| 5Y | +4.1% | -89.4% | +93.5% | +3.6% |
| All | +4.4% | -57.3% | +61.7% | +4.3% |
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