+408.9%
VUG vs VCIT
+29.2%
+379.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | -0.3% | -0.8% | +0.4% | +0.4% |
| 3M | -0.7% | -1.0% | +0.3% | +0.4% |
| 6M | +14.6% | -1.8% | +16.5% | +16.9% |
| YTD | +9.0% | -0.7% | +9.7% | +9.9% |
| 1Y | +14.9% | +1.0% | +13.9% | +14.0% |
| 3Y | +86.0% | +18.8% | +67.2% | +57.3% |
| 5Y | +76.7% | +3.5% | +73.2% | +66.0% |
| All | +408.9% | +29.2% | +379.7% | +377.0% |
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