+355.0%
SE vs VCIT
+26.1%
+328.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -7.7% | -0.5% | -7.2% | -7.0% |
| 30D | -22.8% | +1.5% | -24.3% | -24.6% |
| 3M | -43.7% | -1.0% | -42.8% | -42.9% |
| 6M | -12.8% | -1.7% | -11.2% | -10.4% |
| YTD | -42.0% | -1.4% | -40.6% | -40.5% |
| 1Y | -48.0% | -0.9% | -47.1% | -47.1% |
| 3Y | +62.7% | +19.8% | +42.9% | +18.3% |
| 5Y | -77.8% | +4.6% | -82.4% | -79.9% |
| All | +355.0% | +26.1% | +328.9% | +233.4% |
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