+742.6%
VGT vs VCIT
+31.2%
+711.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.1% |
| 7D | +5.6% | -1.4% | +7.0% | +7.1% |
| 30D | -10.6% | +0.8% | -11.4% | -11.4% |
| 3M | -6.9% | -1.7% | -5.1% | -5.3% |
| 6M | +0.9% | -2.1% | +3.0% | +3.2% |
| YTD | +20.4% | -2.0% | +22.5% | +23.1% |
| 1Y | +17.4% | -1.5% | +18.8% | +19.4% |
| 3Y | +106.3% | +19.0% | +87.3% | +73.6% |
| 5Y | +107.9% | +3.8% | +104.1% | +95.5% |
| All | +742.6% | +31.2% | +711.4% | +693.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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