-31.8%
TE vs VCIT
+19.7%
-51.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.8% |
| 7D | -12.6% | +0.1% | -12.7% | -12.8% |
| 30D | -36.7% | +1.9% | -38.6% | -39.3% |
| 3M | -57.5% | -1.4% | -56.0% | -56.1% |
| 6M | -55.2% | -2.1% | -53.1% | -53.1% |
| YTD | -64.7% | -1.6% | -63.0% | -63.3% |
| 1Y | -35.9% | -0.9% | -35.0% | -33.8% |
| 3Y | -31.8% | +20.0% | -51.8% | -58.4% |
| All | -31.8% | +19.7% | -51.5% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling