+232.9%
VTV vs VCIT
+29.2%
+203.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.5% |
| 30D | -0.5% | -0.5% | 0.0% | -0.2% |
| 3M | +5.3% | -0.9% | +6.2% | +5.9% |
| 6M | +12.9% | -1.9% | +14.8% | +14.2% |
| YTD | +18.5% | -1.0% | +19.4% | +19.2% |
| 1Y | +25.3% | +0.2% | +25.0% | +25.2% |
| 3Y | +68.2% | +19.0% | +49.2% | +52.3% |
| 5Y | +80.6% | +3.1% | +77.6% | +74.2% |
| 10Y | +232.9% | +29.8% | +203.2% | +232.6% |
| All | +232.9% | +29.2% | +203.7% | +232.6% |
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