+96.3%
VCIT vs VFC
+84.2%
+12.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | +0.5% | +10.9% | -10.4% | +0.3% |
| 30D | +2.1% | +40.6% | -38.5% | +1.6% |
| 3M | -1.6% | +34.4% | -36.0% | -2.0% |
| 6M | -1.6% | +12.3% | -13.9% | -1.8% |
| YTD | -1.5% | +14.4% | -15.9% | -1.8% |
| 1Y | -0.4% | +40.6% | -41.0% | -1.0% |
| 3Y | +19.6% | +40.1% | -20.6% | +18.2% |
| 5Y | +3.3% | -67.6% | +70.9% | +2.5% |
| 10Y | +28.9% | -45.9% | +74.8% | +29.3% |
| All | +96.3% | +84.2% | +12.1% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling