+95.0%
VCIT vs VRSK
+664.2%
-569.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | +0.6% | +15.1% | -14.5% | +0.1% |
| 3M | -2.2% | +12.1% | -14.3% | -2.6% |
| 6M | -2.3% | +29.4% | -31.7% | -3.2% |
| YTD | -2.2% | -6.4% | +4.2% | -2.1% |
| 1Y | -1.4% | -3.6% | +2.2% | -1.4% |
| 3Y | +18.7% | -10.9% | +29.7% | +18.9% |
| 5Y | +3.6% | -0.5% | +4.1% | +2.9% |
| 10Y | +30.4% | +163.7% | -133.2% | +30.2% |
| All | +95.0% | +664.2% | -569.2% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling