+754.3%
VLO vs VCIT
+30.9%
+723.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.4% | -0.5% | 0.0% | -0.4% |
| 30D | -16.6% | +1.5% | -18.0% | -16.8% |
| 3M | +12.3% | -1.0% | +13.2% | +12.5% |
| 6M | +47.8% | -1.7% | +49.5% | +48.2% |
| YTD | +126.7% | -1.4% | +128.1% | +127.0% |
| 1Y | +105.4% | -0.9% | +106.3% | +105.4% |
| 3Y | +222.0% | +19.8% | +202.2% | +204.3% |
| 5Y | +449.8% | +4.6% | +445.2% | +451.1% |
| 10Y | +754.3% | +31.5% | +722.8% | +874.9% |
| All | +754.3% | +30.9% | +723.4% | +874.9% |
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