-0.9%
VCIT vs SPG
+33.6%
-34.5%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.5% | +2.7% | -3.2% | -0.7% |
| 30D | +1.5% | +16.6% | -15.1% | +0.1% |
| 3M | -1.0% | +8.1% | -9.0% | -1.8% |
| 6M | -1.7% | +19.3% | -21.0% | -3.4% |
| YTD | -1.4% | +31.1% | -32.4% | -3.8% |
| 1Y | -0.9% | +32.8% | -33.7% | -3.5% |
| All | -0.9% | +33.6% | -34.5% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling