+29.8%
VCIT vs SU
+259.2%
-229.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -0.2% | +1.6% | -1.8% | -0.2% |
| 30D | -0.5% | +10.7% | -11.3% | -0.7% |
| 3M | -0.9% | +13.5% | -14.4% | -1.2% |
| 6M | -1.9% | +21.8% | -23.8% | -2.4% |
| YTD | -1.0% | +58.8% | -59.8% | -2.1% |
| 1Y | +0.2% | +72.0% | -71.8% | -1.1% |
| 3Y | +19.0% | +121.7% | -102.7% | +16.4% |
| 5Y | +3.1% | +350.4% | -347.4% | -1.6% |
| 10Y | +29.8% | +264.7% | -234.9% | +21.7% |
| All | +29.8% | +259.2% | -229.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling