+98.0%
VCIT vs SPYG
+1,150.3%
-1,052.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -0.8% | -0.4% | -0.3% | -0.7% |
| 3M | -1.0% | +0.5% | -1.6% | -1.1% |
| 6M | -1.8% | +17.5% | -19.3% | -2.6% |
| YTD | -0.7% | +14.3% | -15.0% | -1.4% |
| 1Y | +1.0% | +21.7% | -20.7% | 0.0% |
| 3Y | +18.8% | +98.6% | -79.8% | +14.8% |
| 5Y | +3.5% | +85.1% | -81.6% | -0.4% |
| 10Y | +29.2% | +412.0% | -382.8% | +25.8% |
| All | +98.0% | +1,150.3% | -1,052.4% | +105.0% |
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