+31.2%
VCIT vs VSH
+128.2%
-97.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.4% | -13.4% | -0.3% |
| 7D | +0.7% | +3.5% | -2.8% | +0.6% |
| 30D | +1.8% | -22.4% | +24.2% | +2.4% |
| 3M | -1.1% | -25.2% | +24.1% | -0.5% |
| 6M | -1.7% | -22.5% | +20.9% | -1.6% |
| YTD | -1.1% | +84.2% | -85.3% | -4.0% |
| 1Y | -0.4% | +87.1% | -87.4% | -3.3% |
| 3Y | +20.5% | +31.7% | -11.2% | +17.5% |
| 5Y | +3.8% | +42.6% | -38.8% | +0.6% |
| 10Y | +31.2% | +116.6% | -85.4% | +26.2% |
| All | +31.2% | +128.2% | -97.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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