+1,678.9%
VRT vs VCIT
+28.8%
+1,650.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.2% | -14.2% | -14.3% |
| 7D | -28.1% | +0.5% | -28.6% | -28.7% |
| 30D | -30.2% | +2.1% | -32.3% | -32.4% |
| 3M | -36.4% | -1.6% | -34.8% | -35.1% |
| 6M | -48.2% | -1.6% | -46.6% | -47.0% |
| YTD | +9.2% | -1.5% | +10.7% | +11.6% |
| 1Y | -7.2% | -0.4% | -6.9% | -6.6% |
| 3Y | +338.7% | +19.6% | +319.1% | +235.5% |
| 5Y | +542.8% | +3.3% | +539.6% | +507.8% |
| All | +1,678.9% | +28.8% | +1,650.1% | +1,640.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling