+98.0%
VCIT vs VTR
+285.0%
-187.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | -0.3% | -1.7% | +1.3% | -0.3% |
| 30D | -0.8% | -2.4% | +1.7% | -0.6% |
| 3M | -1.0% | +14.8% | -15.8% | -1.8% |
| 6M | -1.8% | +5.3% | -7.2% | -2.2% |
| YTD | -0.7% | +18.1% | -18.8% | -1.7% |
| 1Y | +1.0% | +36.7% | -35.7% | -0.8% |
| 3Y | +18.8% | +130.1% | -111.2% | +13.2% |
| 5Y | +3.5% | +89.5% | -86.0% | -0.9% |
| 10Y | +29.2% | +87.4% | -58.1% | +20.0% |
| All | +98.0% | +285.0% | -187.0% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling