+30.6%
VCIT vs VYM
+203.1%
-172.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +1.1% | +3.0% | -1.8% | +0.8% |
| 3M | -1.4% | -1.0% | -0.3% | -1.3% |
| 6M | -2.3% | +6.4% | -8.7% | -2.9% |
| YTD | -1.8% | +15.9% | -17.7% | -3.1% |
| 1Y | -1.0% | +18.7% | -19.7% | -2.5% |
| 3Y | +19.3% | +72.8% | -53.5% | +13.6% |
| 5Y | +3.8% | +71.2% | -67.5% | -1.2% |
| 10Y | +30.6% | +203.5% | -172.9% | +21.4% |
| All | +30.6% | +203.1% | -172.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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