+4.1%
VCIT vs SNY
+17.1%
-13.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.4% | +2.8% | -4.3% | -1.6% |
| 30D | +0.6% | +21.6% | -21.1% | -0.5% |
| 3M | -2.2% | +10.5% | -12.7% | -2.8% |
| 6M | -2.3% | +14.0% | -16.3% | -3.1% |
| YTD | -2.2% | +5.4% | -7.5% | -2.6% |
| 1Y | -1.4% | -2.5% | +1.1% | -1.4% |
| 3Y | +18.7% | +22.1% | -3.3% | +16.9% |
| All | +4.1% | +17.1% | -13.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling