+183.8%
VXUS vs VCIT
+78.9%
+104.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | -0.3% | +1.4% | +1.2% |
| 30D | +2.2% | -0.8% | +3.0% | +2.7% |
| 3M | +3.0% | -1.0% | +4.0% | +3.7% |
| 6M | +10.7% | -1.8% | +12.5% | +12.0% |
| YTD | +17.8% | -0.7% | +18.5% | +18.5% |
| 1Y | +27.6% | +1.0% | +26.6% | +27.1% |
| 3Y | +73.3% | +18.8% | +54.5% | +58.5% |
| 5Y | +54.3% | +3.5% | +50.9% | +47.1% |
| 10Y | +149.8% | +29.2% | +120.6% | +136.6% |
| All | +183.8% | +78.9% | +104.9% | +213.9% |
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