+1,112.0%
VST vs VCIT
+28.8%
+1,083.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.1% | +10.7% | +10.6% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -25.1% | +1.9% | -27.1% | -26.3% |
| 3M | -11.6% | -1.4% | -10.1% | -10.7% |
| 6M | -20.9% | -2.1% | -18.8% | -19.7% |
| YTD | -22.3% | -1.6% | -20.7% | -21.3% |
| 1Y | -32.0% | -0.9% | -31.1% | -31.4% |
| 3Y | +262.4% | +20.0% | +242.4% | +225.1% |
| 5Y | +563.4% | +3.1% | +560.2% | +530.5% |
| All | +1,112.0% | +28.8% | +1,083.2% | +1,170.2% |
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