+0.3%
VCIT vs DTE
+4.2%
-3.9%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | -0.8% | -1.9% | +1.1% | -0.7% |
| 3M | -0.5% | -3.3% | +2.8% | -0.4% |
| 6M | -1.4% | -7.1% | +5.7% | -1.0% |
| YTD | -0.8% | +8.1% | -8.9% | -1.3% |
| 1Y | +0.3% | +5.3% | -5.0% | +0.2% |
| All | +0.3% | +4.2% | -3.9% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling