+3.5%
VCIT vs TAP
+2.0%
+1.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.1% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +1.9% | +9.1% | -7.2% | +1.5% |
| 3M | -1.4% | -3.8% | +2.4% | -1.3% |
| 6M | -2.1% | -3.4% | +1.3% | -2.1% |
| YTD | -1.6% | -10.6% | +9.0% | -1.3% |
| 1Y | -0.9% | -4.4% | +3.5% | -1.0% |
| 3Y | +20.0% | -24.4% | +44.3% | +21.1% |
| All | +3.5% | +2.0% | +1.5% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling