+21.7%
VCIT vs VLTO
+56.1%
-34.5%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | +0.7% | +2.0% | -1.3% | +0.6% |
| 30D | +1.8% | +21.8% | -20.0% | +0.8% |
| 3M | -1.6% | +20.2% | -21.8% | -2.4% |
| 6M | -2.1% | +36.3% | -38.4% | -3.6% |
| YTD | -1.6% | +18.8% | -20.4% | -2.4% |
| 1Y | -0.8% | +20.4% | -21.2% | -1.7% |
| 3Y | +19.9% | +71.9% | -52.0% | +18.2% |
| All | +21.7% | +56.1% | -34.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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