+421.4%
EWT vs VCIT
+29.7%
+391.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.1% |
| 7D | -5.0% | +0.7% | -5.7% | -5.6% |
| 30D | -16.3% | +1.8% | -18.1% | -17.7% |
| 3M | -7.2% | -1.6% | -5.7% | -6.0% |
| 6M | -0.5% | -2.1% | +1.6% | +1.5% |
| YTD | +50.6% | -1.6% | +52.1% | +53.0% |
| 1Y | +54.8% | -0.8% | +55.6% | +56.4% |
| 3Y | +155.5% | +19.9% | +135.5% | +123.4% |
| 5Y | +116.4% | +3.3% | +113.1% | +108.4% |
| 10Y | +421.4% | +30.6% | +390.8% | +360.5% |
| All | +421.4% | +29.7% | +391.8% | +360.5% |
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