+118.5%
EXPE vs VCIT
+29.7%
+88.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -13.3% | +0.7% | -14.1% | -14.2% |
| 30D | -5.5% | +1.8% | -7.3% | -7.9% |
| 3M | -16.5% | -1.6% | -14.9% | -14.4% |
| 6M | +13.1% | -2.1% | +15.2% | +17.1% |
| YTD | -8.0% | -1.6% | -6.4% | -5.6% |
| 1Y | +1.1% | -0.8% | +1.9% | +2.6% |
| 3Y | +131.2% | +19.9% | +111.2% | +75.9% |
| 5Y | +39.8% | +3.3% | +36.4% | +33.5% |
| 10Y | +118.5% | +30.6% | +87.8% | +79.3% |
| All | +118.5% | +29.7% | +88.8% | +79.3% |
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