+3.5%
VCIT vs SPYG
+63.1%
-59.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +0.1% | -3.6% | +3.7% | +0.4% |
| 30D | +1.9% | -11.2% | +13.1% | +3.1% |
| 3M | -1.4% | -8.1% | +6.6% | -0.7% |
| 6M | -2.1% | -3.3% | +1.2% | -1.9% |
| YTD | -1.6% | +5.5% | -7.2% | -2.3% |
| 1Y | -0.9% | +7.0% | -7.9% | -1.8% |
| 3Y | +20.0% | +89.5% | -69.5% | +10.5% |
| All | +3.5% | +63.1% | -59.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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