+3.5%
EXC vs VCIT
-0.9%
+4.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +10.0% | +1.9% | +8.0% | +8.2% |
| 3M | +1.6% | -1.4% | +3.1% | +2.1% |
| 6M | +3.3% | -2.1% | +5.4% | +4.3% |
| YTD | +7.6% | -1.6% | +9.2% | +8.7% |
| 1Y | +3.5% | -0.9% | +4.4% | +3.5% |
| All | +3.5% | -0.9% | +4.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling