+96.3%
VCIT vs TPR
+506.9%
-410.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.8% | +0.2% |
| 7D | +0.5% | +13.9% | -13.4% | +0.3% |
| 30D | +2.1% | +14.9% | -12.8% | +2.0% |
| 3M | -1.6% | -15.4% | +13.8% | -1.5% |
| 6M | -1.6% | -4.5% | +2.9% | -1.6% |
| YTD | -1.5% | +6.0% | -7.5% | -1.6% |
| 1Y | -0.4% | +24.3% | -24.7% | -0.6% |
| 3Y | +19.6% | +412.8% | -393.3% | +18.1% |
| 5Y | +3.3% | +258.4% | -255.2% | +2.0% |
| 10Y | +28.9% | +396.8% | -367.9% | +27.3% |
| All | +96.3% | +506.9% | -410.6% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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