+15.2%
VCIT vs TXG
+16.0%
-0.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | -0.8% | +32.0% | -32.8% | -1.5% |
| 3M | -1.0% | +87.0% | -88.0% | -2.7% |
| 6M | -1.8% | +180.1% | -181.9% | -4.7% |
| YTD | -0.7% | +284.1% | -284.8% | -4.4% |
| 1Y | +1.0% | +361.7% | -360.7% | -3.5% |
| 3Y | +18.8% | +15.9% | +2.9% | +17.0% |
| 5Y | +3.5% | -66.2% | +69.7% | +2.4% |
| All | +15.2% | +16.0% | -0.9% | +11.3% |
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