+29.3%
VCIT vs ET
+163.5%
-134.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -0.8% | +6.9% | -7.6% | -0.9% |
| 3M | -0.5% | +13.1% | -13.6% | -0.7% |
| 6M | -1.4% | +18.7% | -20.1% | -1.7% |
| YTD | -0.8% | +37.4% | -38.2% | -1.3% |
| 1Y | +0.3% | +34.8% | -34.5% | -0.2% |
| 3Y | +19.2% | +96.8% | -77.6% | +17.7% |
| 5Y | +3.6% | +238.2% | -234.6% | +1.5% |
| 10Y | +29.3% | +159.4% | -130.2% | +28.2% |
| All | +29.3% | +163.5% | -134.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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