+40.0%
VCIT vs VTEB
+28.0%
+12.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.5% |
| 30D | +1.1% | +4.0% | -2.9% | -2.1% |
| 3M | -1.4% | -0.5% | -0.8% | -0.9% |
| 6M | -2.3% | -0.6% | -1.7% | -1.8% |
| YTD | -1.8% | +0.4% | -2.2% | -2.1% |
| 1Y | -1.0% | +0.8% | -1.8% | -1.6% |
| 3Y | +19.3% | +11.5% | +7.8% | +9.4% |
| 5Y | +3.8% | +3.4% | +0.3% | +0.3% |
| 10Y | +30.6% | +23.5% | +7.0% | +10.0% |
| All | +40.0% | +28.0% | +12.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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