+30.6%
VCIT vs EFV
+159.5%
-129.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.1% | +2.1% | -2.0% | -0.1% |
| 30D | +1.1% | +3.1% | -1.9% | +0.8% |
| 3M | -1.4% | -1.3% | 0.0% | -1.2% |
| 6M | -2.3% | +6.0% | -8.3% | -2.9% |
| YTD | -1.8% | +15.8% | -17.6% | -3.3% |
| 1Y | -1.0% | +21.1% | -22.1% | -2.9% |
| 3Y | +19.3% | +91.0% | -71.7% | +11.9% |
| 5Y | +3.8% | +94.3% | -90.5% | -3.3% |
| 10Y | +30.6% | +160.4% | -129.9% | +16.0% |
| All | +30.6% | +159.5% | -129.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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