+31.4%
VCIT vs VFC
-50.3%
+81.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.6% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | +0.8% | +24.6% | -23.8% | +0.3% |
| 3M | -1.7% | +38.4% | -40.2% | -2.5% |
| 6M | -2.1% | +15.3% | -17.4% | -2.5% |
| YTD | -2.0% | +12.7% | -14.8% | -2.5% |
| 1Y | -1.5% | +32.7% | -34.1% | -2.3% |
| 3Y | +19.0% | +43.7% | -24.7% | +16.6% |
| 5Y | +3.8% | -69.2% | +72.9% | +4.1% |
| All | +31.4% | -50.3% | +81.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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