+248.8%
EW vs VCIT
+30.9%
+217.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +6.5% | -0.5% | +7.0% | +6.9% |
| 30D | +22.5% | +1.5% | +21.0% | +21.1% |
| 3M | +13.0% | -1.0% | +13.9% | +13.9% |
| 6M | +37.1% | -1.7% | +38.8% | +39.0% |
| YTD | +24.1% | -1.4% | +25.5% | +25.6% |
| 1Y | +24.2% | -0.9% | +25.2% | +25.3% |
| 3Y | +64.8% | +19.8% | +45.0% | +43.4% |
| 5Y | -7.4% | +4.6% | -12.0% | -14.6% |
| 10Y | +248.8% | +31.5% | +217.3% | +232.3% |
| All | +248.8% | +30.9% | +217.9% | +232.3% |
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