+28.9%
VCIT vs RL
+356.1%
-327.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.1% |
| 7D | +0.1% | -4.2% | +4.3% | +0.2% |
| 30D | +1.9% | +4.3% | -2.4% | +1.8% |
| 3M | -1.4% | -4.6% | +3.2% | -1.4% |
| 6M | -2.1% | +1.7% | -3.9% | -2.2% |
| YTD | -1.6% | +7.3% | -9.0% | -1.9% |
| 1Y | -0.9% | +20.8% | -21.7% | -1.4% |
| 3Y | +20.0% | +247.0% | -227.0% | +16.4% |
| 5Y | +3.1% | +225.5% | -222.3% | -0.2% |
| All | +28.9% | +356.1% | -327.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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