+30.6%
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 | -1.6% | -10.9% | +9.4% | -1.2% |
| 6M | -2.1% | -10.3% | +8.2% | -1.9% |
| YTD | -1.6% | +5.8% | -7.4% | -2.2% |
| 1Y | -0.8% | +11.4% | -12.2% | -1.8% |
| 3Y | +19.9% | +11.1% | +8.9% | +18.4% |
| 5Y | +3.3% | +18.5% | -15.2% | +1.5% |
| 10Y | +30.6% | +32.2% | -1.6% | +25.4% |
| All | +30.6% | +30.9% | -0.3% | +25.4% |
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