+31.5%
VCIT vs VIG
+264.3%
-232.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.5% | -0.3% | -0.1% | -0.5% |
| 30D | +1.5% | +4.9% | -3.5% | +0.9% |
| 3M | -1.0% | +2.9% | -3.9% | -1.3% |
| 6M | -1.7% | +11.2% | -12.9% | -2.8% |
| YTD | -1.4% | +16.0% | -17.3% | -2.9% |
| 1Y | -0.9% | +17.0% | -17.9% | -2.6% |
| 3Y | +19.8% | +66.9% | -47.1% | +13.6% |
| 5Y | +4.6% | +65.8% | -61.2% | -1.2% |
| 10Y | +31.5% | +263.6% | -232.1% | +21.6% |
| All | +31.5% | +264.3% | -232.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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