+98.0%
VCIT vs TXT
+310.8%
-212.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | -4.8% | +4.4% | -0.3% |
| 30D | -0.8% | -10.6% | +9.9% | -0.6% |
| 3M | -1.0% | -13.2% | +12.2% | -0.8% |
| 6M | -1.8% | -20.3% | +18.5% | -1.6% |
| YTD | -0.7% | -9.3% | +8.6% | -0.6% |
| 1Y | +1.0% | -2.7% | +3.7% | +1.0% |
| 3Y | +18.8% | +1.4% | +17.5% | +18.7% |
| 5Y | +3.5% | +9.6% | -6.1% | +3.1% |
| 10Y | +29.2% | +94.9% | -65.7% | +27.6% |
| All | +98.0% | +310.8% | -212.9% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling