+30.6%
VCIT vs DTE
+133.3%
-102.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +1.9% | +6.2% | -4.2% | +1.4% |
| 3M | -1.4% | -2.6% | +1.2% | -1.3% |
| 6M | -2.1% | -3.5% | +1.4% | -1.9% |
| YTD | -1.6% | +7.4% | -9.0% | -2.3% |
| 1Y | -0.9% | +4.2% | -5.1% | -1.4% |
| 3Y | +20.0% | +51.7% | -31.8% | +15.7% |
| 5Y | +3.1% | +39.7% | -36.5% | 0.0% |
| All | +30.6% | +133.3% | -102.7% | +20.1% |
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