+30.6%
VCIT vs VIG
+259.6%
-229.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +1.1% | +4.5% | -3.4% | +0.6% |
| 3M | -1.4% | +2.1% | -3.4% | -1.6% |
| 6M | -2.3% | +10.5% | -12.8% | -3.3% |
| YTD | -1.8% | +15.1% | -16.9% | -3.3% |
| 1Y | -1.0% | +16.9% | -17.9% | -2.6% |
| 3Y | +19.3% | +65.6% | -46.3% | +13.2% |
| 5Y | +3.8% | +64.4% | -60.6% | -1.9% |
| 10Y | +30.6% | +260.6% | -230.1% | +20.7% |
| All | +30.6% | +259.6% | -229.1% | +20.7% |
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