+3.3%
VCIT vs RF
+42.4%
-39.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.3% |
| 7D | +0.5% | -1.6% | +2.1% | +0.5% |
| 30D | +2.1% | +5.0% | -2.9% | +1.9% |
| 3M | -1.6% | -10.0% | +8.4% | -1.3% |
| 6M | -1.6% | +3.3% | -4.9% | -1.7% |
| YTD | -1.5% | +7.9% | -9.4% | -1.8% |
| 1Y | -0.4% | +21.2% | -21.6% | -1.0% |
| 3Y | +19.6% | +105.8% | -86.2% | +16.8% |
| 5Y | +3.3% | +43.7% | -40.5% | +0.8% |
| All | +3.3% | +42.4% | -39.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 5y: compounded portfolio wealth divided by compounded RF 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…
5y analysis · Full analysis span regression · 6 months rolling