-3.2%
VUG vs VCIT
-1.6%
-1.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.7% |
| 7D | -7.1% | +0.5% | -7.6% | -7.7% |
| 30D | -12.1% | +2.1% | -14.2% | -14.8% |
| 3M | -8.1% | -1.6% | -6.6% | -4.0% |
| 6M | -3.2% | -1.6% | -1.6% | +0.9% |
| All | -3.2% | -1.6% | -1.6% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling