-78.3%
TE vs VCIT
+11.2%
-89.5%
-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% | +1.0% | -34.7% | -34.4% |
| 3M | -61.1% | -1.4% | -59.7% | -60.3% |
| 6M | -64.7% | -2.1% | -62.6% | -63.6% |
| YTD | -68.1% | -1.8% | -66.3% | -67.2% |
| 1Y | -51.7% | -1.4% | -50.3% | -50.5% |
| 3Y | +42.0% | +19.3% | +22.7% | +19.3% |
| 5Y | -80.8% | +4.1% | -85.0% | -83.4% |
| All | -78.3% | +11.2% | -89.5% | -81.1% |
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