+3.2%
VCIT vs VRSK
-12.0%
+15.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.5% | +0.2% |
| 7D | +0.1% | -9.7% | +9.8% | +0.7% |
| 30D | -0.8% | -8.5% | +7.8% | -0.3% |
| 3M | -0.5% | -1.7% | +1.1% | -0.6% |
| 6M | -1.4% | -17.9% | +16.5% | -0.2% |
| YTD | -0.8% | -21.1% | +20.3% | +0.7% |
| 1Y | +0.3% | -35.1% | +35.4% | +3.6% |
| 3Y | +19.2% | -26.7% | +45.9% | +20.9% |
| All | +3.2% | -12.0% | +15.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling