+96.3%
VCIT vs SPG
+569.8%
-473.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +0.5% | +5.0% | -4.6% | +0.3% |
| 30D | +2.1% | +12.3% | -10.2% | +1.6% |
| 3M | -1.6% | +1.9% | -3.4% | -1.7% |
| 6M | -1.6% | +14.4% | -16.0% | -2.1% |
| YTD | -1.5% | +26.5% | -28.0% | -2.5% |
| 1Y | -0.4% | +30.7% | -31.1% | -1.5% |
| 3Y | +19.6% | +122.6% | -103.0% | +15.8% |
| 5Y | +3.3% | +73.3% | -70.0% | +0.4% |
| 10Y | +28.9% | +111.1% | -82.2% | +21.7% |
| All | +96.3% | +569.8% | -473.5% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling