+3.5%
VCIT vs EFX
-31.2%
+34.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +0.1% | +2.7% | -2.6% | -0.1% |
| 30D | +1.9% | +33.1% | -31.2% | -0.4% |
| 3M | -1.4% | +8.2% | -9.6% | -2.2% |
| 6M | -2.1% | +10.2% | -12.3% | -3.2% |
| YTD | -1.6% | -11.8% | +10.2% | -1.1% |
| 1Y | -0.9% | -6.1% | +5.2% | -1.0% |
| 3Y | +20.0% | +7.5% | +12.5% | +16.4% |
| All | +3.5% | -31.2% | +34.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling