+96.3%
VCIT vs VSH
+367.7%
-271.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.8% | +15.0% | +0.4% |
| 7D | +0.5% | -25.2% | +25.6% | +0.8% |
| 30D | +2.1% | -41.8% | +43.9% | +2.8% |
| 3M | -1.6% | -33.4% | +31.8% | -1.1% |
| 6M | -1.6% | -31.0% | +29.5% | -1.4% |
| YTD | -1.5% | +53.6% | -55.1% | -2.4% |
| 1Y | -0.4% | +46.3% | -46.7% | -1.3% |
| 3Y | +19.6% | -1.0% | +20.5% | +18.7% |
| 5Y | +3.3% | +18.6% | -15.4% | +2.3% |
| 10Y | +28.9% | +91.7% | -62.8% | +28.0% |
| All | +96.3% | +367.7% | -271.4% | +100.8% |
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