+526.6%
GEV vs VCIT
+11.3%
+515.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.9% |
| 7D | +6.2% | -1.4% | +7.6% | +7.6% |
| 30D | -18.4% | +0.8% | -19.2% | -19.3% |
| 3M | -21.2% | -1.7% | -19.5% | -19.7% |
| 6M | -23.6% | -2.1% | -21.5% | -21.8% |
| YTD | +25.5% | -2.0% | +27.6% | +28.5% |
| 1Y | +42.6% | -1.5% | +44.1% | +45.6% |
| All | +526.6% | +11.3% | +515.3% | +446.9% |
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