+96.1%
VCIT vs VTR
+280.8%
-184.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | +4.7% | -4.6% | -0.1% |
| 30D | +1.9% | +10.9% | -9.0% | +1.3% |
| 3M | -1.4% | -3.2% | +1.8% | -1.3% |
| 6M | -2.1% | +3.7% | -5.8% | -2.4% |
| YTD | -1.6% | +16.8% | -18.4% | -2.6% |
| 1Y | -0.9% | +21.3% | -22.2% | -2.1% |
| 3Y | +20.0% | +119.0% | -99.1% | +14.6% |
| 5Y | +3.1% | +94.0% | -90.8% | -1.3% |
| 10Y | +28.7% | +112.3% | -83.5% | +19.3% |
| All | +96.1% | +280.8% | -184.7% | +85.3% |
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