+29.3%
VCIT vs VEU
+149.3%
-120.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.1% |
| 30D | -0.8% | +1.0% | -1.7% | -0.9% |
| 3M | -0.5% | +5.6% | -6.2% | -1.2% |
| 6M | -1.4% | +13.7% | -15.1% | -3.0% |
| YTD | -0.8% | +17.7% | -18.5% | -2.8% |
| 1Y | +0.3% | +25.8% | -25.5% | -2.5% |
| 3Y | +19.2% | +77.1% | -57.9% | +11.1% |
| 5Y | +3.6% | +57.1% | -53.6% | -3.0% |
| 10Y | +29.3% | +149.8% | -120.5% | +14.3% |
| All | +29.3% | +149.3% | -120.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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