+28.6%
VCIT vs TEVA
-22.9%
+51.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.1% |
| 7D | -1.2% | +2.0% | -3.2% | -1.2% |
| 30D | -1.6% | +1.0% | -2.5% | -1.6% |
| 3M | -2.3% | +7.3% | -9.6% | -2.4% |
| 6M | -1.9% | +21.7% | -23.6% | -2.2% |
| YTD | -1.8% | +18.8% | -20.7% | -2.1% |
| 1Y | -1.2% | +86.5% | -87.6% | -1.9% |
| 3Y | +18.1% | +269.4% | -251.4% | +16.1% |
| 5Y | +2.3% | +303.6% | -301.3% | +0.4% |
| All | +28.6% | -22.9% | +51.5% | +26.3% |
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