+96.1%
VCIT vs ETR
+464.7%
-368.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +1.9% | +7.5% | -5.6% | +1.5% |
| 3M | -1.4% | +4.4% | -5.9% | -1.7% |
| 6M | -2.1% | -1.5% | -0.6% | -2.1% |
| YTD | -1.6% | +21.8% | -23.4% | -2.8% |
| 1Y | -0.9% | +18.4% | -19.3% | -1.9% |
| 3Y | +20.0% | +148.5% | -128.5% | +13.8% |
| 5Y | +3.1% | +152.6% | -149.5% | -2.4% |
| 10Y | +28.7% | +354.5% | -325.7% | +19.3% |
| All | +96.1% | +464.7% | -368.6% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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