+1,227.6%
EW vs VCIT
+98.3%
+1,129.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +1.0% | -0.8% | +1.8% | +1.4% |
| 3M | +2.8% | -1.0% | +3.8% | +3.3% |
| 6M | +5.5% | -1.8% | +7.3% | +6.4% |
| YTD | +5.5% | -0.7% | +6.2% | +5.9% |
| 1Y | +11.0% | +1.0% | +10.1% | +10.6% |
| 3Y | +17.7% | +18.8% | -1.1% | +9.6% |
| 5Y | -25.7% | +3.5% | -29.2% | -30.6% |
| 10Y | +132.8% | +29.2% | +103.6% | +129.2% |
| All | +1,227.6% | +98.3% | +1,129.3% | +1,644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling