+98.0%
VCIT vs EFV
+210.4%
-112.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.3% | +1.5% | -1.8% | -0.4% |
| 30D | -0.8% | +1.7% | -2.5% | -0.8% |
| 3M | -1.0% | +8.6% | -9.7% | -1.3% |
| 6M | -1.8% | +11.7% | -13.5% | -2.3% |
| YTD | -0.7% | +19.3% | -20.0% | -1.4% |
| 1Y | +1.0% | +30.2% | -29.2% | 0.0% |
| 3Y | +18.8% | +91.6% | -72.7% | +16.2% |
| 5Y | +3.5% | +96.4% | -92.9% | +0.9% |
| 10Y | +29.2% | +166.5% | -137.3% | +25.4% |
| All | +98.0% | +210.4% | -112.4% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling