+31.2%
VCIT vs EAT
+375.0%
-343.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.1% |
| 7D | +0.7% | -3.9% | +4.7% | +0.8% |
| 30D | +1.8% | +5.0% | -3.2% | +1.7% |
| 3M | -1.1% | -9.6% | +8.5% | -1.0% |
| 6M | -1.7% | +46.8% | -48.4% | -2.7% |
| YTD | -1.1% | +41.8% | -43.0% | -2.2% |
| 1Y | -0.4% | +98.3% | -98.7% | -2.2% |
| 3Y | +20.5% | +503.1% | -482.6% | +14.4% |
| 5Y | +3.8% | +356.7% | -352.9% | -1.5% |
| 10Y | +31.2% | +349.8% | -318.6% | +19.7% |
| All | +31.2% | +375.0% | -343.8% | +19.7% |
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