+628.3%
VTV vs VCIT
+96.5%
+531.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -0.5% | +0.7% | -1.3% | -0.7% |
| 30D | +3.1% | +1.8% | +1.3% | +2.5% |
| 3M | +1.8% | -1.6% | +3.4% | +2.3% |
| 6M | +10.9% | -2.1% | +13.0% | +11.6% |
| YTD | +20.9% | -1.6% | +22.4% | +21.5% |
| 1Y | +24.6% | -0.8% | +25.4% | +25.0% |
| 3Y | +78.6% | +19.9% | +58.6% | +70.8% |
| 5Y | +76.4% | +3.3% | +73.1% | +69.6% |
| 10Y | +230.7% | +30.6% | +200.1% | +238.3% |
| All | +628.3% | +96.5% | +531.8% | +929.2% |
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