+9.7%
VCIT vs RVMD
+581.6%
-571.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.2% | -8.4% | -0.3% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +1.9% | -4.3% | +6.2% | +2.0% |
| 3M | -1.4% | -2.8% | +1.4% | -1.4% |
| 6M | -2.1% | +27.3% | -29.4% | -2.6% |
| YTD | -1.6% | +141.4% | -143.0% | -3.4% |
| 1Y | -0.9% | +213.3% | -214.2% | -3.1% |
| 3Y | +20.0% | +792.7% | -772.7% | +14.8% |
| 5Y | +3.1% | +470.6% | -467.4% | -1.7% |
| All | +9.7% | +581.6% | -571.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 all: compounded portfolio wealth divided by compounded RVMD 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…
all analysis · Full analysis span regression · 6 months rolling