+31.2%
VCIT vs VFC
-48.6%
+79.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.2% |
| 7D | -1.4% | +1.6% | -3.1% | -1.5% |
| 30D | +0.6% | +25.5% | -24.9% | 0.0% |
| 3M | -2.2% | +41.3% | -43.5% | -3.0% |
| 6M | -2.3% | +22.2% | -24.5% | -2.9% |
| YTD | -2.2% | +16.4% | -18.6% | -2.7% |
| 1Y | -1.4% | +38.4% | -39.8% | -2.3% |
| 3Y | +18.7% | +56.2% | -37.5% | +16.2% |
| 5Y | +3.6% | -68.2% | +71.7% | +3.9% |
| All | +31.2% | -48.6% | +79.8% | +30.7% |
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