+614.3%
VTV vs VCIT
+96.4%
+517.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +2.2% | +1.9% | +0.3% | +1.6% |
| 3M | +0.3% | -1.4% | +1.7% | +0.7% |
| 6M | +8.3% | -2.1% | +10.4% | +9.0% |
| YTD | +18.5% | -1.6% | +20.2% | +19.2% |
| 1Y | +23.0% | -0.9% | +23.9% | +23.4% |
| 3Y | +72.6% | +20.0% | +52.7% | +65.2% |
| 5Y | +73.3% | +3.1% | +70.1% | +66.6% |
| 10Y | +238.2% | +28.7% | +209.4% | +243.7% |
| All | +614.3% | +96.4% | +517.9% | +909.6% |
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 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