-84.3%
TE vs VCIT
+3.7%
-88.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -2.7% |
| 7D | -19.1% | -1.4% | -17.6% | -16.6% |
| 30D | -34.1% | +0.6% | -34.7% | -34.8% |
| 3M | -60.1% | -2.2% | -57.9% | -58.2% |
| 6M | -66.0% | -2.3% | -63.6% | -63.9% |
| YTD | -71.4% | -2.2% | -69.2% | -69.8% |
| 1Y | -45.3% | -1.4% | -43.9% | -43.0% |
| 3Y | +9.1% | +18.7% | -9.6% | -20.5% |
| All | -84.3% | +3.7% | -88.0% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling