+30.6%
VCIT vs ROP
+189.6%
-159.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +0.7% | -1.6% | +2.4% | +0.8% |
| 30D | +1.8% | +29.5% | -27.7% | +0.6% |
| 3M | -1.6% | +17.5% | -19.1% | -2.3% |
| 6M | -2.1% | +38.1% | -40.2% | -3.6% |
| YTD | -1.6% | +7.0% | -8.6% | -1.9% |
| 1Y | -0.8% | +6.5% | -7.3% | -1.2% |
| 3Y | +19.9% | -5.5% | +25.4% | +20.0% |
| 5Y | +3.3% | -0.4% | +3.7% | +2.6% |
| 10Y | +30.6% | +183.6% | -152.9% | +32.7% |
| All | +30.6% | +189.6% | -159.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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