+492.6%
GEV vs VCIT
+11.7%
+480.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -22.3% | +1.9% | -24.2% | -23.9% |
| 3M | -22.6% | -1.4% | -21.1% | -21.2% |
| 6M | -30.7% | -2.1% | -28.6% | -28.9% |
| YTD | +18.7% | -1.6% | +20.4% | +21.3% |
| 1Y | +41.0% | -0.9% | +42.0% | +43.6% |
| All | +492.6% | +11.7% | +480.9% | +416.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling