+3.8%
VCIT vs TXG
-64.9%
+68.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.6% |
| 7D | -1.4% | +1.8% | -3.2% | -1.4% |
| 30D | +0.8% | -17.7% | +18.5% | +1.2% |
| 3M | -1.7% | +2.3% | -4.1% | -2.1% |
| 6M | -2.1% | +182.5% | -184.6% | -5.4% |
| YTD | -2.0% | +262.4% | -264.4% | -6.2% |
| 1Y | -1.5% | +254.1% | -255.6% | -5.7% |
| 3Y | +19.0% | +66.6% | -47.6% | +15.5% |
| 5Y | +3.8% | -64.5% | +68.3% | +1.7% |
| All | +3.8% | -64.9% | +68.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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