+365.1%
SE vs VCIT
+25.9%
+339.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -6.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.9% |
| 30D | -21.7% | +2.1% | -23.7% | -24.3% |
| 3M | -34.2% | -1.6% | -32.6% | -32.5% |
| 6M | -10.5% | -1.6% | -8.9% | -8.1% |
| YTD | -40.7% | -1.5% | -39.2% | -39.1% |
| 1Y | -52.1% | -0.4% | -51.7% | -51.7% |
| 3Y | +68.9% | +19.6% | +49.3% | +23.2% |
| 5Y | -78.9% | +3.3% | -82.1% | -80.5% |
| All | +365.1% | +25.9% | +339.2% | +241.6% |
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