+1,682.2%
DE vs VCIT
+96.4%
+1,585.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +2.3% | +1.9% | +0.3% | +1.8% |
| 3M | +9.5% | -1.4% | +10.9% | +9.8% |
| 6M | +14.1% | -2.1% | +16.2% | +14.6% |
| YTD | +45.4% | -1.6% | +47.0% | +45.9% |
| 1Y | +42.9% | -0.9% | +43.8% | +43.2% |
| 3Y | +84.8% | +20.0% | +64.9% | +80.0% |
| 5Y | +101.8% | +3.1% | +98.7% | +95.5% |
| 10Y | +788.0% | +28.7% | +759.3% | +822.1% |
| All | +1,682.2% | +96.4% | +1,585.8% | +2,799.5% |
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