+251.0%
VEA vs VCIT
+98.3%
+152.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +1.9% | -0.8% | +2.7% | +2.4% |
| 3M | +3.2% | -1.0% | +4.2% | +3.8% |
| 6M | +10.2% | -1.8% | +12.1% | +11.4% |
| YTD | +18.9% | -0.7% | +19.6% | +19.5% |
| 1Y | +29.3% | +1.0% | +28.4% | +29.0% |
| 3Y | +76.8% | +18.8% | +57.9% | +64.4% |
| 5Y | +61.2% | +3.5% | +57.8% | +52.9% |
| 10Y | +163.3% | +29.2% | +134.1% | +156.0% |
| All | +251.0% | +98.3% | +152.7% | +378.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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