+164.4%
EXC vs VCIT
+96.2%
+68.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +3.3% | +0.4% | +2.8% | +3.0% |
| 30D | +13.3% | +2.2% | +11.1% | +11.7% |
| 3M | +1.8% | -1.8% | +3.7% | +3.1% |
| 6M | +1.1% | -1.6% | +2.7% | +2.2% |
| YTD | +9.0% | -1.7% | +10.8% | +10.3% |
| 1Y | +3.4% | -0.8% | +4.2% | +3.9% |
| 3Y | +27.7% | +19.3% | +8.4% | +13.9% |
| 5Y | +43.1% | +3.5% | +39.6% | +37.3% |
| 10Y | +182.0% | +28.6% | +153.4% | +151.1% |
| All | +164.4% | +96.2% | +68.2% | +177.5% |
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