+136.6%
EWT vs VCIT
+19.7%
+116.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.1% |
| 7D | -11.7% | +0.1% | -11.8% | -11.9% |
| 30D | -23.2% | +1.9% | -25.1% | -25.5% |
| 3M | -12.5% | -1.4% | -11.0% | -10.5% |
| 6M | -5.9% | -2.1% | -3.8% | -2.6% |
| YTD | +40.5% | -1.6% | +42.1% | +44.5% |
| 1Y | +43.7% | -0.9% | +44.6% | +46.7% |
| 3Y | +136.6% | +20.0% | +116.7% | +94.1% |
| All | +136.6% | +19.7% | +116.9% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling