+567.3%
VRT vs VCIT
+3.2%
+564.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.1% |
| 3M | -33.5% | -1.4% | -32.1% | -32.2% |
| 6M | -49.0% | -2.1% | -46.9% | -47.5% |
| YTD | +12.9% | -1.6% | +14.6% | +15.8% |
| 1Y | 0.0% | -0.9% | +0.9% | +1.6% |
| 3Y | +361.8% | +20.0% | +341.8% | +242.6% |
| All | +567.3% | +3.2% | +564.1% | +551.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling