+230.7%
VTV vs VCIT
+30.2%
+200.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -0.5% | +0.7% | -1.3% | -1.0% |
| 30D | +3.1% | +1.8% | +1.3% | +1.9% |
| 3M | +1.8% | -1.1% | +3.0% | +2.5% |
| 6M | +10.9% | -1.7% | +12.5% | +12.0% |
| YTD | +20.9% | -1.1% | +22.0% | +21.7% |
| 1Y | +24.6% | -0.4% | +25.0% | +25.0% |
| 3Y | +78.6% | +20.5% | +58.1% | +60.4% |
| 5Y | +76.4% | +3.8% | +72.6% | +69.6% |
| 10Y | +230.7% | +31.2% | +199.5% | +235.1% |
| All | +230.7% | +30.2% | +200.5% | +235.1% |
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 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