+227.8%
VST vs VCIT
+19.8%
+208.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.4% |
| 7D | -19.9% | +0.5% | -20.4% | -20.4% |
| 30D | -29.7% | +2.1% | -31.7% | -31.5% |
| 3M | -19.6% | -1.6% | -18.0% | -17.9% |
| 6M | -29.4% | -1.6% | -27.8% | -27.9% |
| YTD | -29.7% | -1.5% | -28.2% | -28.1% |
| 1Y | -40.0% | -0.4% | -39.7% | -39.1% |
| All | +227.8% | +19.8% | +208.0% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling