+1,917.9%
VRT vs VCIT
+28.8%
+1,889.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.6% | +9.5% |
| 7D | -10.6% | +0.7% | -11.3% | -11.6% |
| 30D | -17.4% | +1.8% | -19.2% | -19.7% |
| 3M | -26.4% | -1.6% | -24.8% | -24.9% |
| 6M | -41.0% | -2.1% | -38.9% | -39.3% |
| YTD | +23.8% | -1.6% | +25.4% | +26.7% |
| 1Y | +11.6% | -0.8% | +12.4% | +13.1% |
| 3Y | +403.5% | +19.9% | +383.6% | +283.1% |
| 5Y | +647.0% | +3.3% | +643.7% | +606.0% |
| All | +1,917.9% | +28.8% | +1,889.1% | +1,875.5% |
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