+1,740.6%
VRT vs VCIT
+28.7%
+1,711.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | -21.4% | +0.1% | -21.5% | -21.6% |
| 30D | -25.8% | +1.9% | -27.7% | -28.0% |
| 3M | -33.5% | -1.4% | -32.1% | -32.3% |
| 6M | -49.0% | -2.1% | -46.9% | -47.5% |
| YTD | +12.9% | -1.6% | +14.6% | +15.7% |
| 1Y | 0.0% | -0.9% | +0.9% | +1.5% |
| 3Y | +361.8% | +20.0% | +341.8% | +251.1% |
| 5Y | +565.1% | +3.1% | +562.0% | +529.9% |
| All | +1,740.6% | +28.7% | +1,711.9% | +1,703.3% |
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