-76.0%
TE vs VCIT
+11.4%
-87.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.7% |
| 7D | -12.6% | +0.1% | -12.7% | -12.7% |
| 30D | -36.7% | +1.9% | -38.6% | -38.2% |
| 3M | -57.5% | -1.4% | -56.0% | -56.6% |
| 6M | -55.2% | -2.1% | -53.1% | -53.8% |
| YTD | -64.7% | -1.6% | -63.0% | -63.7% |
| 1Y | -35.9% | -0.9% | -35.0% | -34.6% |
| 3Y | -31.8% | +20.0% | -51.8% | -42.9% |
| 5Y | -79.4% | +3.1% | -82.6% | -82.2% |
| All | -76.0% | +11.4% | -87.4% | -79.1% |
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 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