+29.3%
VCIT vs RSG
+415.1%
-385.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | -0.8% | +3.3% | -4.1% | -0.9% |
| 3M | -0.5% | +8.5% | -9.0% | -1.0% |
| 6M | -1.4% | -3.5% | +2.1% | -1.2% |
| YTD | -0.8% | +5.5% | -6.3% | -1.1% |
| 1Y | +0.3% | -1.7% | +2.0% | +0.3% |
| 3Y | +19.2% | +56.9% | -37.7% | +16.0% |
| 5Y | +3.6% | +89.4% | -85.8% | -0.3% |
| 10Y | +29.3% | +412.5% | -383.3% | +22.2% |
| All | +29.3% | +415.1% | -385.8% | +22.2% |
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