+495.8%
EWT vs VCIT
+29.0%
+466.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | +8.2% | -0.8% | +9.0% | +8.9% |
| 3M | +11.1% | -0.5% | +11.6% | +11.7% |
| 6M | +60.4% | -1.4% | +61.8% | +62.8% |
| YTD | +75.6% | -0.8% | +76.4% | +77.3% |
| 1Y | +91.3% | +0.3% | +91.0% | +91.5% |
| 3Y | +200.3% | +19.2% | +181.1% | +162.8% |
| 5Y | +156.4% | +3.6% | +152.8% | +146.6% |
| 10Y | +495.8% | +29.3% | +466.5% | +430.5% |
| All | +495.8% | +29.0% | +466.8% | +430.5% |
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