+57.8%
EWZ vs VCIT
+3.2%
+54.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.9% |
| 3M | -10.7% | -1.4% | -9.3% | -9.4% |
| 6M | -19.1% | -2.1% | -17.0% | -17.3% |
| YTD | +1.6% | -1.6% | +3.3% | +3.4% |
| 1Y | +4.3% | -0.9% | +5.2% | +5.4% |
| 3Y | +19.0% | +20.0% | -1.0% | +3.2% |
| All | +57.8% | +3.2% | +54.6% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling