+29.8%
VCIT vs RSG
+418.8%
-389.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.5% | +3.7% | -4.2% | -0.7% |
| 3M | -0.9% | +6.2% | -7.1% | -1.3% |
| 6M | -1.9% | -2.8% | +0.8% | -1.8% |
| YTD | -1.0% | +5.9% | -6.9% | -1.3% |
| 1Y | +0.2% | -1.8% | +2.0% | +0.3% |
| 3Y | +19.0% | +57.5% | -38.5% | +15.8% |
| 5Y | +3.1% | +91.1% | -88.0% | -0.8% |
| 10Y | +29.8% | +428.1% | -398.3% | +23.7% |
| All | +29.8% | +418.8% | -389.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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