+417.1%
VT vs VCIT
+95.0%
+322.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | -2.5% | +1.6% | -4.1% | -3.3% |
| 3M | -1.3% | -1.9% | +0.6% | -0.3% |
| 6M | +3.1% | -2.5% | +5.6% | +4.4% |
| YTD | +10.9% | -2.3% | +13.3% | +12.3% |
| 1Y | +12.1% | -1.4% | +13.4% | +13.0% |
| 3Y | +73.9% | +18.6% | +55.3% | +62.2% |
| 5Y | +58.0% | +3.3% | +54.7% | +50.8% |
| 10Y | +225.5% | +28.1% | +197.4% | +221.8% |
| All | +417.1% | +95.0% | +322.0% | +613.1% |
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