+514.9%
GEV vs VCIT
+11.1%
+503.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | +3.7% | -1.4% | +5.2% | +5.1% |
| 30D | -14.7% | +0.6% | -15.2% | -15.4% |
| 3M | -23.4% | -2.2% | -21.2% | -21.5% |
| 6M | -24.3% | -2.3% | -22.0% | -22.4% |
| YTD | +23.2% | -2.2% | +25.4% | +26.3% |
| 1Y | +44.2% | -1.4% | +45.6% | +47.3% |
| All | +514.9% | +11.1% | +503.8% | +437.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling