+98.0%
VCIT vs ETR
+447.9%
-350.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.3% | +1.4% | -1.8% | -0.4% |
| 30D | -0.8% | +1.0% | -1.7% | -0.8% |
| 3M | -1.0% | -1.3% | +0.2% | -1.0% |
| 6M | -1.8% | +1.9% | -3.7% | -2.0% |
| YTD | -0.7% | +18.2% | -18.9% | -1.7% |
| 1Y | +1.0% | +24.7% | -23.7% | -0.3% |
| 3Y | +18.8% | +150.7% | -131.8% | +12.6% |
| 5Y | +3.5% | +127.0% | -123.6% | -1.6% |
| 10Y | +29.2% | +295.5% | -266.2% | +20.3% |
| All | +98.0% | +447.9% | -350.0% | +84.0% |
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