+28.9%
VCIT vs VMC
+159.8%
-130.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +1.9% | +15.8% | -13.9% | +1.3% |
| 3M | -1.4% | +0.6% | -2.0% | -1.5% |
| 6M | -2.1% | -4.0% | +1.9% | -2.1% |
| YTD | -1.6% | -0.3% | -1.3% | -1.8% |
| 1Y | -0.9% | -0.5% | -0.4% | -1.1% |
| 3Y | +20.0% | +39.6% | -19.6% | +18.1% |
| 5Y | +3.1% | +50.1% | -46.9% | +0.9% |
| All | +28.9% | +159.8% | -130.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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