+28.9%
VCIT vs VO
+196.6%
-167.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | +1.9% | -0.9% | +2.9% | +2.0% |
| 3M | -1.4% | -3.0% | +1.6% | -1.2% |
| 6M | -2.1% | +2.2% | -4.3% | -2.4% |
| YTD | -1.6% | +10.6% | -12.2% | -2.7% |
| 1Y | -0.9% | +12.5% | -13.4% | -2.1% |
| 3Y | +20.0% | +61.4% | -41.4% | +14.1% |
| 5Y | +3.1% | +33.4% | -30.3% | -1.0% |
| All | +28.9% | +196.6% | -167.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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