+31.2%
VCIT vs DTE
+138.9%
-107.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | -0.1% |
| 7D | +0.7% | +1.8% | -1.1% | +0.6% |
| 30D | +1.8% | +9.0% | -7.2% | +1.1% |
| 3M | -1.1% | -0.2% | -0.9% | -1.1% |
| 6M | -1.7% | +0.1% | -1.8% | -1.8% |
| YTD | -1.1% | +10.0% | -11.1% | -2.0% |
| 1Y | -0.4% | +4.7% | -5.0% | -0.9% |
| 3Y | +20.5% | +55.7% | -35.2% | +15.9% |
| 5Y | +3.8% | +45.1% | -41.4% | +0.3% |
| 10Y | +31.2% | +145.1% | -113.9% | +20.5% |
| All | +31.2% | +138.9% | -107.7% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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