+134.8%
VXUS vs VCIT
+28.8%
+106.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -4.6% | +1.9% | -6.5% | -6.2% |
| 3M | -6.1% | -1.4% | -4.6% | -4.9% |
| 6M | -4.9% | -2.1% | -2.8% | -3.0% |
| YTD | +8.1% | -1.6% | +9.7% | +9.8% |
| 1Y | +12.1% | -0.9% | +13.0% | +13.3% |
| 3Y | +63.9% | +20.0% | +43.9% | +42.6% |
| 5Y | +43.1% | +3.1% | +40.0% | +37.6% |
| All | +134.8% | +28.8% | +106.0% | +118.6% |
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