+31.2%
VCIT vs VTR
+119.4%
-88.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | +0.7% | +3.2% | -2.5% | +0.5% |
| 30D | +1.8% | +9.1% | -7.3% | +1.2% |
| 3M | -1.1% | -3.6% | +2.4% | -0.9% |
| 6M | -1.7% | +3.8% | -5.4% | -2.0% |
| YTD | -1.1% | +17.8% | -18.9% | -2.3% |
| 1Y | -0.4% | +20.5% | -20.9% | -1.7% |
| 3Y | +20.5% | +132.4% | -112.0% | +13.6% |
| 5Y | +3.8% | +99.9% | -96.1% | -1.8% |
| 10Y | +31.2% | +124.3% | -93.1% | +20.0% |
| All | +31.2% | +119.4% | -88.2% | +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