+43.6%
EWZ vs VCIT
+28.8%
+14.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -24.5% | +1.9% | -26.4% | -26.2% |
| 3M | -10.7% | -1.4% | -9.3% | -9.2% |
| 6M | -19.1% | -2.1% | -17.0% | -17.1% |
| YTD | +1.6% | -1.6% | +3.3% | +3.7% |
| 1Y | +4.3% | -0.9% | +5.2% | +5.6% |
| 3Y | +19.0% | +20.0% | -1.0% | -2.0% |
| 5Y | +57.7% | +3.1% | +54.5% | +56.9% |
| All | +43.6% | +28.8% | +14.8% | +31.1% |
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 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