+98.0%
VCIT vs VO
+632.8%
-534.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | -0.8% | -0.3% | -0.4% | -0.7% |
| 3M | -1.0% | +2.9% | -4.0% | -1.2% |
| 6M | -1.8% | +9.3% | -11.2% | -2.3% |
| YTD | -0.7% | +14.2% | -14.9% | -1.4% |
| 1Y | +1.0% | +15.3% | -14.3% | +0.3% |
| 3Y | +18.8% | +56.2% | -37.4% | +16.3% |
| 5Y | +3.5% | +42.4% | -39.0% | +1.2% |
| 10Y | +29.2% | +194.7% | -165.5% | +26.4% |
| All | +98.0% | +632.8% | -534.9% | +104.4% |
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