+98.0%
VCIT vs VMC
+504.7%
-406.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.3% | -4.3% | +4.0% | -0.3% |
| 30D | -0.8% | -8.2% | +7.5% | -0.6% |
| 3M | -1.0% | -7.0% | +6.0% | -0.9% |
| 6M | -1.8% | -10.8% | +8.9% | -1.7% |
| YTD | -0.7% | -7.4% | +6.7% | -0.6% |
| 1Y | +1.0% | -9.5% | +10.5% | +1.1% |
| 3Y | +18.8% | +20.5% | -1.6% | +18.5% |
| 5Y | +3.5% | +51.6% | -48.1% | +2.8% |
| 10Y | +29.2% | +150.0% | -120.8% | +28.4% |
| All | +98.0% | +504.7% | -406.8% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling