+96.3%
VCIT vs VO
+610.6%
-514.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.4% |
| 7D | +0.5% | -3.3% | +3.8% | +0.6% |
| 30D | +2.1% | -1.8% | +3.9% | +2.2% |
| 3M | -1.6% | -3.4% | +1.8% | -1.4% |
| 6M | -1.6% | +3.0% | -4.6% | -1.7% |
| YTD | -1.5% | +10.7% | -12.2% | -2.0% |
| 1Y | -0.4% | +11.8% | -12.2% | -0.9% |
| 3Y | +19.6% | +60.4% | -40.8% | +16.9% |
| 5Y | +3.3% | +33.6% | -30.3% | +1.1% |
| 10Y | +28.9% | +202.0% | -173.1% | +26.5% |
| All | +96.3% | +610.6% | -514.2% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling