+1,103.0%
TEL vs VCIT
+98.3%
+1,004.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -3.9% | -0.8% | -3.2% | -3.5% |
| 3M | -5.1% | -1.0% | -4.1% | -4.6% |
| 6M | +0.6% | -1.8% | +2.4% | +1.7% |
| YTD | -7.3% | -0.7% | -6.6% | -6.8% |
| 1Y | +1.1% | +1.0% | +0.2% | +0.9% |
| 3Y | +63.7% | +18.8% | +44.8% | +51.6% |
| 5Y | +50.7% | +3.5% | +47.2% | +41.7% |
| 10Y | +290.2% | +29.2% | +260.9% | +289.4% |
| All | +1,103.0% | +98.3% | +1,004.7% | +1,967.1% |
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