+96.2%
VCIT vs ET
+761.1%
-664.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +0.7% | -4.4% | +5.2% | +0.8% |
| 30D | +1.8% | -4.8% | +6.6% | +1.8% |
| 3M | -1.6% | -3.4% | +1.9% | -1.5% |
| 6M | -2.1% | +2.2% | -4.3% | -2.1% |
| YTD | -1.6% | +24.2% | -25.8% | -1.7% |
| 1Y | -0.8% | +24.5% | -25.3% | -1.0% |
| 3Y | +19.9% | +83.6% | -63.7% | +19.4% |
| 5Y | +3.3% | +203.4% | -200.1% | +2.6% |
| 10Y | +30.6% | +166.5% | -135.9% | +29.4% |
| All | +96.2% | +761.1% | -664.9% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling