+294.7%
TEL vs VCIT
+29.7%
+265.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +0.6% | +0.7% | -0.2% | -0.2% |
| 30D | +0.2% | +1.8% | -1.6% | -1.7% |
| 3M | +1.5% | -1.6% | +3.1% | +3.1% |
| 6M | +6.9% | -2.1% | +9.0% | +9.3% |
| YTD | -2.8% | -1.6% | -1.2% | -1.0% |
| 1Y | -8.8% | -0.8% | -8.0% | -7.8% |
| 3Y | +84.3% | +19.9% | +64.4% | +54.1% |
| 5Y | +46.8% | +3.3% | +43.5% | +39.9% |
| 10Y | +294.7% | +30.6% | +264.1% | +280.1% |
| All | +294.7% | +29.7% | +265.1% | +280.1% |
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