+98.0%
VCIT vs EFX
+625.5%
-527.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.2% |
| 7D | -0.3% | -8.6% | +8.3% | 0.0% |
| 30D | -0.8% | +0.1% | -0.9% | -0.8% |
| 3M | -1.0% | +3.8% | -4.9% | -1.3% |
| 6M | -1.8% | -13.5% | +11.7% | -1.4% |
| YTD | -0.7% | -17.7% | +17.0% | -0.1% |
| 1Y | +1.0% | -25.6% | +26.6% | +1.9% |
| 3Y | +18.8% | -12.1% | +30.9% | +18.7% |
| 5Y | +3.5% | -33.8% | +37.3% | +3.4% |
| 10Y | +29.2% | +45.1% | -15.9% | +27.9% |
| All | +98.0% | +625.5% | -527.5% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling