+29.8%
VCIT vs VYM
+202.0%
-172.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -0.5% | -2.0% | +1.5% | -0.3% |
| 3M | -0.9% | +3.1% | -4.0% | -1.2% |
| 6M | -1.9% | +8.9% | -10.8% | -2.7% |
| YTD | -1.0% | +14.7% | -15.7% | -2.2% |
| 1Y | +0.2% | +19.4% | -19.2% | -1.3% |
| 3Y | +19.0% | +65.4% | -46.4% | +13.9% |
| 5Y | +3.1% | +77.6% | -74.5% | -2.0% |
| 10Y | +29.8% | +207.8% | -178.0% | +22.1% |
| All | +29.8% | +202.0% | -172.2% | +22.1% |
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