+56.6%
EWZ vs VCIT
+3.7%
+52.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | -4.2% | +0.5% | -4.6% | -4.6% |
| 30D | -26.1% | +2.1% | -28.2% | -27.6% |
| 3M | -12.0% | -1.6% | -10.5% | -10.7% |
| 6M | -19.3% | -1.6% | -17.7% | -18.0% |
| YTD | +0.9% | -1.5% | +2.4% | +2.6% |
| 1Y | +3.4% | -0.4% | +3.8% | +4.0% |
| 3Y | +18.6% | +19.6% | -1.0% | +3.1% |
| 5Y | +56.6% | +3.3% | +53.3% | +44.2% |
| All | +56.6% | +3.7% | +52.9% | +44.2% |
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