+31.4%
VCIT vs VYM
+206.0%
-174.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +3.3% | -4.7% | -1.7% |
| 30D | +0.8% | +3.8% | -3.0% | +0.5% |
| 3M | -1.7% | -0.4% | -1.4% | -1.7% |
| 6M | -2.1% | +7.1% | -9.2% | -2.7% |
| YTD | -2.0% | +17.1% | -19.1% | -3.4% |
| 1Y | -1.5% | +18.4% | -19.9% | -3.0% |
| 3Y | +19.0% | +74.5% | -55.6% | +13.3% |
| 5Y | +3.8% | +72.5% | -68.8% | -1.3% |
| All | +31.4% | +206.0% | -174.6% | +22.3% |
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