+31.4%
VCIT vs VTRS
-31.1%
+62.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | -1.4% | +9.0% | -10.4% | -1.6% |
| 30D | +0.8% | +19.8% | -19.0% | +0.4% |
| 3M | -1.7% | +29.3% | -31.1% | -2.2% |
| 6M | -2.1% | +22.2% | -24.3% | -2.5% |
| YTD | -2.0% | +69.9% | -72.0% | -3.1% |
| 1Y | -1.5% | +94.4% | -95.9% | -2.8% |
| 3Y | +19.0% | +154.8% | -135.9% | +16.6% |
| 5Y | +3.8% | +80.8% | -77.0% | +1.9% |
| All | +31.4% | -31.1% | +62.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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