+239.8%
EW vs VCIT
+29.7%
+210.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | +12.3% | +0.7% | +11.5% | +11.6% |
| 30D | +22.9% | +1.8% | +21.1% | +21.2% |
| 3M | +16.7% | -1.6% | +18.3% | +18.2% |
| 6M | +31.0% | -2.1% | +33.0% | +33.3% |
| YTD | +22.8% | -1.6% | +24.4% | +24.5% |
| 1Y | +25.6% | -0.8% | +26.4% | +26.5% |
| 3Y | +62.0% | +19.9% | +42.0% | +40.8% |
| 5Y | -12.8% | +3.3% | -16.1% | -19.0% |
| 10Y | +239.8% | +30.6% | +209.1% | +224.6% |
| All | +239.8% | +29.7% | +210.1% | +224.6% |
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