+197.7%
EXC vs VCIT
+30.3%
+167.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +9.0% | +1.1% | +7.9% | +8.0% |
| 3M | +3.3% | -1.4% | +4.6% | +4.6% |
| 6M | +5.7% | -2.3% | +8.0% | +7.9% |
| YTD | +7.3% | -1.8% | +9.1% | +9.1% |
| 1Y | +2.9% | -1.0% | +3.9% | +3.8% |
| 3Y | +29.3% | +19.3% | +10.1% | +10.8% |
| 5Y | +40.1% | +3.8% | +36.3% | +34.2% |
| 10Y | +197.7% | +30.6% | +167.1% | +138.8% |
| All | +197.7% | +30.3% | +167.4% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling