+31.2%
VCIT vs EAT
+320.8%
-289.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -1.4% | -4.0% | +2.6% | -1.3% |
| 30D | +0.6% | -2.9% | +3.5% | +0.6% |
| 3M | -2.2% | -16.9% | +14.7% | -1.9% |
| 6M | -2.3% | +57.0% | -59.3% | -3.5% |
| YTD | -2.2% | +38.2% | -40.4% | -3.2% |
| 1Y | -1.4% | +69.3% | -70.6% | -2.8% |
| 3Y | +18.7% | +483.0% | -464.2% | +12.9% |
| 5Y | +3.6% | +364.1% | -360.6% | -1.8% |
| All | +31.2% | +320.8% | -289.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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