+96.2%
VCIT vs SPYG
+1,085.0%
-988.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +1.8% | -8.4% | +10.2% | +2.2% |
| 3M | -1.6% | -6.2% | +4.7% | -1.3% |
| 6M | -2.1% | -1.8% | -0.3% | -2.1% |
| YTD | -1.6% | +8.4% | -9.9% | -2.0% |
| 1Y | -0.8% | +10.1% | -10.9% | -1.3% |
| 3Y | +19.9% | +94.9% | -75.0% | +16.0% |
| 5Y | +3.3% | +68.5% | -65.1% | -0.2% |
| 10Y | +30.6% | +392.2% | -361.6% | +27.5% |
| All | +96.2% | +1,085.0% | -988.8% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling