+31.2%
VCIT vs RL
+397.7%
-366.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.8% | -0.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +1.8% | +7.3% | -5.5% | +1.6% |
| 3M | -1.1% | +1.0% | -2.2% | -1.2% |
| 6M | -1.7% | +11.8% | -13.4% | -2.0% |
| YTD | -1.1% | +13.6% | -14.8% | -1.6% |
| 1Y | -0.4% | +24.0% | -24.4% | -1.0% |
| 3Y | +20.5% | +256.6% | -236.1% | +16.8% |
| 5Y | +3.8% | +240.2% | -236.5% | +0.2% |
| 10Y | +31.2% | +373.0% | -341.7% | +26.5% |
| All | +31.2% | +397.7% | -366.4% | +26.5% |
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