+235.5%
EW vs VCIT
+28.8%
+206.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | +19.1% | +1.9% | +17.2% | +17.3% |
| 3M | +14.4% | -1.4% | +15.8% | +15.7% |
| 6M | +22.8% | -2.1% | +24.9% | +24.9% |
| YTD | +19.8% | -1.6% | +21.4% | +21.5% |
| 1Y | +23.9% | -0.9% | +24.8% | +24.9% |
| 3Y | +52.2% | +20.0% | +32.2% | +32.5% |
| 5Y | -13.9% | +3.1% | -17.1% | -20.0% |
| All | +235.5% | +28.8% | +206.7% | +222.1% |
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