+3.4%
EWZ vs VCIT
-0.7%
+4.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.9% |
| 7D | -4.2% | +0.5% | -4.6% | -4.9% |
| 30D | -26.1% | +2.1% | -28.2% | -29.1% |
| 3M | -12.0% | -1.6% | -10.5% | -8.3% |
| 6M | -19.3% | -1.6% | -17.7% | -15.8% |
| YTD | +0.9% | -1.5% | +2.4% | +3.9% |
| 1Y | +3.4% | -0.4% | +3.8% | +4.5% |
| All | +3.4% | -0.7% | +4.0% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling