+95.3%
VCIT vs SPXU
-100.0%
+195.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | -1.4% | -9.4% | +8.0% | -1.5% |
| 30D | +0.8% | +7.4% | -6.6% | +0.9% |
| 3M | -1.7% | +6.2% | -7.9% | -1.6% |
| 6M | -2.1% | -7.2% | +5.2% | -2.1% |
| YTD | -2.0% | -26.8% | +24.7% | -2.4% |
| 1Y | -1.5% | -26.3% | +24.8% | -1.8% |
| 3Y | +19.0% | -80.6% | +99.6% | +16.7% |
| 5Y | +3.8% | -83.6% | +87.3% | +1.6% |
| 10Y | +30.6% | -99.5% | +130.1% | +28.9% |
| All | +95.3% | -100.0% | +195.3% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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