+29.3%
VCIT vs VTR
+85.6%
-56.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | -0.8% | -3.7% | +3.0% | -0.5% |
| 3M | -0.5% | +13.5% | -14.1% | -1.4% |
| 6M | -1.4% | +7.2% | -8.6% | -1.9% |
| YTD | -0.8% | +17.6% | -18.4% | -1.9% |
| 1Y | +0.3% | +35.4% | -35.1% | -1.8% |
| 3Y | +19.2% | +132.8% | -113.6% | +12.4% |
| 5Y | +3.6% | +88.7% | -85.1% | -1.6% |
| 10Y | +29.3% | +87.6% | -58.4% | +20.0% |
| All | +29.3% | +85.6% | -56.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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