-8.2%
EW vs VCIT
+3.7%
-11.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.5% |
| 7D | +4.9% | -1.4% | +6.3% | +6.6% |
| 30D | +23.9% | +0.6% | +23.4% | +23.2% |
| 3M | +15.8% | -2.2% | +18.0% | +18.8% |
| 6M | +31.7% | -2.3% | +34.0% | +35.3% |
| YTD | +25.7% | -2.2% | +27.9% | +29.0% |
| 1Y | +24.4% | -1.4% | +25.8% | +26.5% |
| 3Y | +65.9% | +18.7% | +47.1% | +35.6% |
| All | -8.2% | +3.7% | -11.9% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling