+30.6%
VCIT vs EFX
+69.3%
-38.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +1.1% | +29.1% | -28.0% | -0.5% |
| 3M | -1.4% | +4.3% | -5.6% | -1.7% |
| 6M | -2.3% | +7.7% | -10.1% | -3.0% |
| YTD | -1.8% | -12.5% | +10.7% | -1.4% |
| 1Y | -1.0% | -8.8% | +7.8% | -0.9% |
| 3Y | +19.3% | +4.3% | +14.9% | +17.6% |
| 5Y | +3.8% | -29.4% | +33.2% | +3.3% |
| 10Y | +30.6% | +78.1% | -47.6% | +25.5% |
| All | +30.6% | +69.3% | -38.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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