+4.6%
VCIT vs USFR
+21.4%
-16.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +1.5% | +0.4% | +1.1% | +1.5% |
| 3M | -1.0% | +1.1% | -2.0% | -0.9% |
| 6M | -1.7% | +2.1% | -3.7% | -1.6% |
| YTD | -1.4% | +3.4% | -4.8% | -1.4% |
| 1Y | -0.9% | +4.1% | -5.0% | -1.0% |
| 3Y | +19.8% | +14.4% | +5.4% | +18.4% |
| 5Y | +4.6% | +21.4% | -16.8% | +2.9% |
| All | +4.6% | +21.4% | -16.8% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling