+30.6%
VCIT vs SPG
+117.2%
-86.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +0.1% | +5.6% | -5.5% | -0.2% |
| 30D | +1.1% | +17.6% | -16.5% | +0.4% |
| 3M | -1.4% | +7.5% | -8.8% | -1.7% |
| 6M | -2.3% | +18.5% | -20.9% | -3.1% |
| YTD | -1.8% | +30.9% | -32.7% | -3.1% |
| 1Y | -1.0% | +34.1% | -35.1% | -2.4% |
| 3Y | +19.3% | +135.5% | -116.3% | +14.5% |
| 5Y | +3.8% | +86.5% | -82.7% | 0.0% |
| 10Y | +30.6% | +116.1% | -85.5% | +23.0% |
| All | +30.6% | +117.2% | -86.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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