+147.3%
VXUS vs VCIT
+29.2%
+118.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | -0.3% | +1.4% | +1.3% |
| 30D | +2.2% | -0.8% | +3.0% | +2.9% |
| 3M | +3.0% | -1.0% | +4.0% | +3.9% |
| 6M | +10.7% | -1.8% | +12.5% | +12.6% |
| YTD | +17.8% | -0.7% | +18.5% | +18.8% |
| 1Y | +27.6% | +1.0% | +26.6% | +26.9% |
| 3Y | +73.3% | +18.8% | +54.5% | +51.6% |
| 5Y | +54.3% | +3.5% | +50.9% | +47.9% |
| All | +147.3% | +29.2% | +118.1% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling