+30.6%
VCIT vs USFR
+28.5%
+2.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +1.8% | +0.4% | +1.4% | +1.8% |
| 3M | -1.6% | +1.1% | -2.6% | -1.5% |
| 6M | -2.1% | +2.0% | -4.1% | -1.9% |
| YTD | -1.6% | +3.4% | -5.0% | -1.3% |
| 1Y | -0.8% | +4.1% | -4.9% | -0.5% |
| 3Y | +19.9% | +14.3% | +5.6% | +21.3% |
| 5Y | +3.3% | +21.3% | -18.0% | +5.0% |
| 10Y | +30.6% | +28.5% | +2.2% | +33.6% |
| All | +30.6% | +28.5% | +2.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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