+95.9%
VCIT vs ES
+428.5%
-332.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +0.4% | +5.3% | -4.9% | +0.1% |
| 30D | +2.2% | +8.9% | -6.7% | +1.7% |
| 3M | -1.8% | -1.9% | +0.1% | -1.8% |
| 6M | -1.6% | +3.9% | -5.5% | -1.9% |
| YTD | -1.7% | +8.3% | -10.0% | -2.3% |
| 1Y | -0.8% | -0.1% | -0.7% | -1.0% |
| 3Y | +19.3% | +46.0% | -26.7% | +16.2% |
| 5Y | +3.5% | +3.1% | +0.5% | +2.5% |
| 10Y | +28.6% | +88.4% | -59.8% | +24.8% |
| All | +95.9% | +428.5% | -332.6% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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