+98.0%
VCIT vs VSH
+573.3%
-475.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.1% |
| 7D | -0.3% | +4.1% | -4.4% | -0.4% |
| 30D | -0.8% | -4.2% | +3.4% | -0.7% |
| 3M | -1.0% | -50.0% | +49.0% | -0.2% |
| 6M | -1.8% | +80.2% | -82.0% | -2.9% |
| YTD | -0.7% | +121.1% | -121.8% | -2.0% |
| 1Y | +1.0% | +112.0% | -111.0% | -0.4% |
| 3Y | +18.8% | +22.5% | -3.7% | +17.6% |
| 5Y | +3.5% | +64.0% | -60.6% | +2.1% |
| 10Y | +29.2% | +170.4% | -141.1% | +27.8% |
| All | +98.0% | +573.3% | -475.3% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling