-78.3%
TE vs VCIT
+11.7%
-90.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -22.0% | -0.5% | -21.5% | -21.5% |
| 30D | -33.6% | +1.5% | -35.1% | -34.8% |
| 3M | -61.1% | -1.0% | -60.1% | -60.5% |
| 6M | -64.7% | -1.7% | -63.1% | -63.8% |
| YTD | -68.1% | -1.4% | -66.8% | -67.3% |
| 1Y | -51.7% | -0.9% | -50.8% | -50.7% |
| 3Y | +42.0% | +19.8% | +22.2% | +18.6% |
| 5Y | -80.8% | +4.6% | -85.4% | -83.5% |
| All | -78.3% | +11.7% | -90.0% | -81.2% |
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 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