+411.8%
CAH vs VCIT
+30.9%
+380.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +5.9% | -0.5% | +6.4% | +6.1% |
| 30D | +16.5% | +1.5% | +15.1% | +16.0% |
| 3M | +15.7% | -1.0% | +16.7% | +16.1% |
| 6M | +52.7% | -1.7% | +54.4% | +53.5% |
| YTD | +36.3% | -1.4% | +37.6% | +36.9% |
| 1Y | +36.7% | -0.9% | +37.7% | +37.2% |
| 3Y | +178.2% | +19.8% | +158.4% | +164.7% |
| 5Y | +515.8% | +4.6% | +511.2% | +502.7% |
| 10Y | +411.8% | +31.5% | +380.3% | +451.6% |
| All | +411.8% | +30.9% | +380.9% | +451.6% |
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