+14.0%
CARR vs VCIT
+4.1%
+9.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | -0.3% | +1.9% | +2.1% |
| 30D | -8.7% | -0.8% | -8.0% | -7.8% |
| 3M | -12.6% | -1.0% | -11.6% | -11.2% |
| 6M | -1.5% | -1.8% | +0.3% | +1.3% |
| YTD | +14.3% | -0.7% | +15.0% | +15.9% |
| 1Y | -4.6% | +1.0% | -5.6% | -5.3% |
| 3Y | +7.3% | +18.8% | -11.5% | -13.8% |
| All | +14.0% | +4.1% | +9.9% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling