+365.7%
SE vs VCIT
+25.8%
+340.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | -20.0% | +1.9% | -21.9% | -22.5% |
| 3M | -31.8% | -1.4% | -30.3% | -30.2% |
| 6M | -15.9% | -2.1% | -13.7% | -12.9% |
| YTD | -40.6% | -1.6% | -39.0% | -38.9% |
| 1Y | -50.7% | -0.9% | -49.8% | -49.8% |
| 3Y | +70.3% | +20.0% | +50.3% | +23.4% |
| 5Y | -78.8% | +3.1% | -82.0% | -80.4% |
| All | +365.7% | +25.8% | +340.0% | +242.7% |
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