Basically a vector is an array with automatic memory management. The data is contiguous in memory. Trying to insert data in the middle is a costly operation.
In a list the data is stored in unrelated memory locations. Inserting in the middle doesn't involve copying some of the data to make room for the new one.
To answer more specifically your question I'll quote this page
vectors are generally the most efficient in time for accessing elements and to add or remove elements from the end of the sequence. For operations that involve inserting or removing elements at positions other than the end, they perform worse than deques and lists, and have less consistent iterators and references than lists.