+29.3%
VCIT vs TRI
+190.0%
-160.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.2% |
| 7D | +0.1% | -7.1% | +7.2% | +0.4% |
| 30D | -0.8% | -2.3% | +1.6% | -0.7% |
| 3M | -0.5% | +19.6% | -20.1% | -1.6% |
| 6M | -1.4% | -8.7% | +7.3% | -1.1% |
| YTD | -0.8% | -22.3% | +21.5% | +0.5% |
| 1Y | +0.3% | -40.7% | +41.0% | +3.5% |
| 3Y | +19.2% | -17.8% | +37.0% | +19.5% |
| 5Y | +3.6% | -8.5% | +12.1% | +2.5% |
| 10Y | +29.3% | +192.6% | -163.3% | +23.8% |
| All | +29.3% | +190.0% | -160.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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