+470.2%
VRTX vs VCIT
+29.2%
+441.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.8% | -0.3% | +1.2% | +1.0% |
| 30D | +12.6% | -0.8% | +13.4% | +13.1% |
| 3M | +23.6% | -1.0% | +24.6% | +24.3% |
| 6M | +14.3% | -1.8% | +16.1% | +15.5% |
| YTD | +20.5% | -0.7% | +21.2% | +21.0% |
| 1Y | +37.6% | +1.0% | +36.6% | +37.1% |
| 3Y | +55.5% | +18.8% | +36.7% | +44.5% |
| 5Y | +175.7% | +3.5% | +172.3% | +166.0% |
| All | +470.2% | +29.2% | +441.0% | +463.6% |
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 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