+117.1%
VWO vs VCIT
+96.5%
+20.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +1.6% | +0.7% | +0.9% | +1.3% |
| 30D | -5.3% | +1.8% | -7.1% | -6.2% |
| 3M | -6.2% | -1.6% | -4.7% | -5.5% |
| 6M | -6.2% | -2.1% | -4.1% | -5.2% |
| YTD | +5.6% | -1.6% | +7.2% | +6.6% |
| 1Y | +6.2% | -0.8% | +7.0% | +6.7% |
| 3Y | +57.5% | +19.9% | +37.6% | +45.7% |
| 5Y | +28.0% | +3.3% | +24.7% | +23.9% |
| 10Y | +101.8% | +30.6% | +71.1% | +93.9% |
| All | +117.1% | +96.5% | +20.6% | +188.3% |
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