+620.7%
GEV vs VCIT
+12.8%
+607.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | -0.3% | +3.6% | +3.7% |
| 30D | -7.5% | -0.8% | -6.7% | -6.6% |
| 3M | -2.2% | -1.0% | -1.2% | -1.0% |
| 6M | +12.1% | -1.8% | +13.9% | +14.0% |
| YTD | +44.4% | -0.7% | +45.1% | +45.7% |
| 1Y | +57.7% | +1.0% | +56.7% | +57.6% |
| All | +620.7% | +12.8% | +607.9% | +520.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling