+437.6%
VT vs VCIT
+98.3%
+339.3%
-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% | 0.0% | 0.0% |
| 7D | +0.4% | -0.3% | +0.8% | +0.6% |
| 30D | +1.0% | -0.8% | +1.7% | +1.4% |
| 3M | +2.4% | -1.0% | +3.4% | +2.9% |
| 6M | +12.0% | -1.8% | +13.8% | +13.1% |
| YTD | +15.3% | -0.7% | +16.0% | +15.8% |
| 1Y | +22.6% | +1.0% | +21.6% | +22.2% |
| 3Y | +74.7% | +18.8% | +55.8% | +62.4% |
| 5Y | +66.1% | +3.5% | +62.7% | +57.8% |
| 10Y | +225.0% | +29.2% | +195.8% | +217.7% |
| All | +437.6% | +98.3% | +339.3% | +635.3% |
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