+291.9%
VTI vs VCIT
+29.7%
+262.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +0.2% | +0.7% | -0.5% | -0.4% |
| 30D | -2.9% | +1.8% | -4.7% | -4.4% |
| 3M | -2.6% | -1.6% | -1.1% | -1.3% |
| 6M | +2.8% | -2.1% | +4.9% | +4.6% |
| YTD | +11.6% | -1.6% | +13.1% | +13.2% |
| 1Y | +13.6% | -0.8% | +14.4% | +14.5% |
| 3Y | +79.9% | +19.9% | +59.9% | +55.3% |
| 5Y | +64.3% | +3.3% | +60.9% | +56.5% |
| 10Y | +291.9% | +30.6% | +261.2% | +283.4% |
| All | +291.9% | +29.7% | +262.2% | +283.4% |
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