+31.5%
VCIT vs TXT
+98.8%
-67.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +1.5% | +13.4% | -11.9% | +0.9% |
| 3M | -1.0% | -2.5% | +1.6% | -0.9% |
| 6M | -1.7% | -6.2% | +4.5% | -1.5% |
| YTD | -1.4% | -1.3% | 0.0% | -1.4% |
| 1Y | -0.9% | +4.3% | -5.3% | -1.2% |
| 3Y | +19.8% | +13.2% | +6.6% | +18.8% |
| 5Y | +4.6% | +12.4% | -7.8% | +3.3% |
| 10Y | +31.5% | +94.8% | -63.3% | +24.8% |
| All | +31.5% | +98.8% | -67.3% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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