+242.9%
EW vs VCIT
+30.9%
+211.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | +22.1% | +1.6% | +20.5% | +20.6% |
| 3M | +13.0% | -0.9% | +13.9% | +13.9% |
| 6M | +30.1% | -1.9% | +32.0% | +32.1% |
| YTD | +22.0% | -1.4% | +23.4% | +23.5% |
| 1Y | +23.7% | -0.6% | +24.3% | +24.4% |
| 3Y | +62.0% | +19.8% | +42.2% | +41.0% |
| 5Y | -12.4% | +4.2% | -16.7% | -19.1% |
| All | +242.9% | +30.9% | +211.9% | +226.7% |
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