+4.0%
EWZ vs VCIT
+98.3%
-94.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -0.3% | +6.8% | +6.8% |
| 30D | +4.8% | -0.8% | +5.6% | +5.5% |
| 3M | +9.9% | -1.0% | +10.9% | +10.8% |
| 6M | +1.9% | -1.8% | +3.8% | +3.6% |
| YTD | +20.3% | -0.7% | +21.0% | +21.2% |
| 1Y | +35.6% | +1.0% | +34.6% | +34.8% |
| 3Y | +43.4% | +18.8% | +24.6% | +26.4% |
| 5Y | +55.9% | +3.5% | +52.5% | +51.4% |
| 10Y | +84.2% | +29.2% | +54.9% | +68.7% |
| All | +4.0% | +98.3% | -94.3% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling