+622.0%
VTV vs VCIT
+98.3%
+523.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | +1.1% | -0.8% | +1.9% | +1.3% |
| 3M | +5.9% | -1.0% | +6.9% | +6.2% |
| 6M | +11.6% | -1.8% | +13.5% | +12.3% |
| YTD | +19.8% | -0.7% | +20.5% | +20.1% |
| 1Y | +26.2% | +1.0% | +25.3% | +25.9% |
| 3Y | +68.5% | +18.8% | +49.6% | +61.3% |
| 5Y | +79.9% | +3.5% | +76.4% | +72.6% |
| 10Y | +229.7% | +29.2% | +200.5% | +233.2% |
| All | +622.0% | +98.3% | +523.7% | +917.5% |
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