+29.3%
VCIT vs DTE
+138.6%
-109.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | -0.8% | -1.9% | +1.1% | -0.6% |
| 3M | -0.5% | -3.3% | +2.8% | -0.3% |
| 6M | -1.4% | -7.1% | +5.7% | -0.9% |
| YTD | -0.8% | +8.1% | -8.9% | -1.5% |
| 1Y | +0.3% | +5.3% | -5.0% | -0.2% |
| 3Y | +19.2% | +48.2% | -28.9% | +15.1% |
| 5Y | +3.6% | +33.2% | -29.7% | +0.6% |
| 10Y | +29.3% | +137.5% | -108.2% | +19.2% |
| All | +29.3% | +138.6% | -109.3% | +19.2% |
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