+589.4%
SE vs VCIT
+27.0%
+562.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -0.3% | -5.7% | -5.6% |
| 30D | -2.5% | -0.8% | -1.7% | -1.2% |
| 3M | +21.7% | -1.0% | +22.7% | +23.9% |
| 6M | +27.0% | -1.8% | +28.8% | +31.2% |
| YTD | -12.1% | -0.7% | -11.4% | -10.9% |
| 1Y | -40.9% | +1.0% | -41.9% | -41.7% |
| 3Y | +191.0% | +18.8% | +172.1% | +115.1% |
| 5Y | -68.3% | +3.5% | -71.8% | -70.8% |
| All | +589.4% | +27.0% | +562.4% | +399.9% |
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