+534.9%
GEV vs VCIT
+11.8%
+523.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.1% | +7.1% |
| 7D | -3.8% | +0.7% | -4.5% | -4.5% |
| 30D | -17.4% | +1.8% | -19.2% | -19.0% |
| 3M | -16.2% | -1.6% | -14.7% | -14.6% |
| 6M | -20.2% | -2.1% | -18.1% | -18.1% |
| YTD | +27.2% | -1.6% | +28.8% | +29.9% |
| 1Y | +44.6% | -0.8% | +45.4% | +47.0% |
| All | +534.9% | +11.8% | +523.1% | +452.8% |
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