+31.2%
VCIT vs EIX
+30.9%
+0.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | +1.8% | +8.8% | -7.0% | +1.4% |
| 3M | -1.1% | -10.9% | +9.8% | -0.8% |
| 6M | -1.7% | -10.3% | +8.6% | -1.4% |
| YTD | -1.1% | +5.8% | -7.0% | -1.8% |
| 1Y | -0.4% | +11.4% | -11.7% | -1.3% |
| 3Y | +20.5% | +11.1% | +9.4% | +18.9% |
| 5Y | +3.8% | +18.5% | -14.7% | +1.9% |
| 10Y | +31.2% | +32.2% | -1.0% | +25.9% |
| All | +31.2% | +30.9% | +0.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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