+149.5%
EXC vs VCIT
+98.3%
+51.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | -3.7% | -0.8% | -3.0% | -3.2% |
| 3M | -1.3% | -1.0% | -0.3% | -0.6% |
| 6M | -9.7% | -1.8% | -7.9% | -8.6% |
| YTD | +2.9% | -0.7% | +3.6% | +3.3% |
| 1Y | +4.4% | +1.0% | +3.4% | +3.7% |
| 3Y | +22.2% | +18.8% | +3.4% | +9.2% |
| 5Y | +46.7% | +3.5% | +43.2% | +40.6% |
| 10Y | +155.3% | +29.2% | +126.1% | +125.9% |
| All | +149.5% | +98.3% | +51.3% | +160.0% |
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