+129.5%
EW vs VCIT
+29.2%
+100.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | +1.0% | -0.8% | +1.8% | +1.7% |
| 3M | +2.8% | -1.0% | +3.8% | +3.7% |
| 6M | +5.5% | -1.8% | +7.3% | +7.2% |
| YTD | +5.5% | -0.7% | +6.2% | +6.1% |
| 1Y | +11.0% | +1.0% | +10.1% | +10.3% |
| 3Y | +17.7% | +18.8% | -1.1% | +2.7% |
| 5Y | -25.7% | +3.5% | -29.2% | -31.2% |
| All | +129.5% | +29.2% | +100.2% | +124.9% |
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 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