+30.6%
VCIT vs TAP
-48.8%
+79.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.1% | -4.5% | +4.6% | +0.2% |
| 30D | +1.1% | +7.5% | -6.4% | +0.9% |
| 3M | -1.4% | -4.9% | +3.5% | -1.2% |
| 6M | -2.3% | -3.5% | +1.2% | -2.3% |
| YTD | -1.8% | -11.4% | +9.6% | -1.5% |
| 1Y | -1.0% | -10.8% | +9.8% | -0.8% |
| 3Y | +19.3% | -24.5% | +43.7% | +20.0% |
| 5Y | +3.8% | +2.5% | +1.3% | +3.5% |
| 10Y | +30.6% | -47.6% | +78.1% | +31.7% |
| All | +30.6% | -48.8% | +79.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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