+1,216.9%
VST vs VCIT
+29.5%
+1,187.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | -0.3% | +9.3% | +9.2% |
| 30D | +6.2% | -0.8% | +7.0% | +6.8% |
| 3M | -2.7% | -1.0% | -1.7% | -2.0% |
| 6M | -8.4% | -1.8% | -6.5% | -7.0% |
| YTD | -7.2% | -0.7% | -6.5% | -6.5% |
| 1Y | -20.9% | +1.0% | -21.9% | -21.2% |
| 3Y | +384.0% | +18.8% | +365.1% | +336.3% |
| 5Y | +757.1% | +3.5% | +753.6% | +711.9% |
| All | +1,216.9% | +29.5% | +1,187.4% | +1,230.4% |
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