-12.8%
EWZ vs VCIT
+96.6%
-109.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | -4.2% | +0.5% | -4.6% | -4.5% |
| 30D | -26.1% | +2.1% | -28.2% | -27.4% |
| 3M | -12.0% | -1.6% | -10.5% | -10.9% |
| 6M | -19.3% | -1.6% | -17.7% | -18.2% |
| YTD | +0.9% | -1.5% | +2.4% | +2.3% |
| 1Y | +3.4% | -0.4% | +3.8% | +3.9% |
| 3Y | +18.6% | +19.6% | -1.0% | +4.1% |
| 5Y | +56.6% | +3.3% | +53.3% | +52.3% |
| 10Y | +50.3% | +28.9% | +21.4% | +38.6% |
| All | -12.8% | +96.6% | -109.4% | +11.0% |
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 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