+14.1%
VCIT vs TXG
+20.5%
-6.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.7% | -9.7% | -0.2% |
| 7D | +0.7% | +5.5% | -4.8% | +0.6% |
| 30D | +1.8% | -19.3% | +21.1% | +2.2% |
| 3M | -1.6% | +25.0% | -26.6% | -2.4% |
| 6M | -2.1% | +201.2% | -203.3% | -5.2% |
| YTD | -1.6% | +298.8% | -300.4% | -5.6% |
| 1Y | -0.8% | +326.6% | -327.4% | -5.1% |
| 3Y | +19.9% | +78.3% | -58.4% | +16.4% |
| 5Y | +3.3% | -61.3% | +64.6% | +1.8% |
| All | +14.1% | +20.5% | -6.3% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling