+2.2%
VCIT vs EXE
+165.2%
-163.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -1.4% | +5.3% | -6.8% | -1.5% |
| 30D | +0.6% | -2.2% | +2.8% | +0.6% |
| 3M | -2.2% | -5.9% | +3.7% | -2.2% |
| 6M | -2.3% | -5.7% | +3.4% | -2.3% |
| YTD | -2.2% | -17.8% | +15.6% | -1.9% |
| 1Y | -1.4% | -23.1% | +21.8% | -1.0% |
| 3Y | +18.7% | +21.2% | -2.4% | +18.0% |
| 5Y | +3.6% | +78.8% | -75.2% | +3.0% |
| All | +2.2% | +165.2% | -163.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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