+31.2%
VCIT vs TEVA
+15.4%
+15.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -1.4% | +4.4% | -5.9% | -1.5% |
| 30D | +0.6% | +9.3% | -8.7% | +0.5% |
| 3M | -2.2% | +21.9% | -24.1% | -2.5% |
| 6M | -2.3% | +22.8% | -25.1% | -2.6% |
| YTD | -2.2% | +42.6% | -44.8% | -2.6% |
| 1Y | -1.4% | +74.2% | -75.6% | -2.0% |
| 3Y | +18.7% | +404.5% | -385.8% | +16.4% |
| 5Y | +3.6% | +367.9% | -364.3% | +1.5% |
| All | +31.2% | +15.4% | +15.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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