+203.1%
VLO vs VCIT
+19.8%
+183.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.8% |
| 7D | -8.7% | +0.5% | -9.1% | -8.5% |
| 30D | -16.2% | +2.1% | -18.3% | -15.5% |
| 3M | +16.2% | -1.6% | +17.7% | +15.6% |
| 6M | +39.8% | -1.6% | +41.4% | +39.3% |
| YTD | +119.0% | -1.5% | +120.5% | +118.0% |
| 1Y | +110.8% | -0.4% | +111.2% | +109.5% |
| All | +203.1% | +19.8% | +183.3% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling