+383.2%
CARR vs VCIT
+27.9%
+355.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -4.2% | +1.1% | -5.3% | -5.4% |
| 3M | -16.1% | -1.4% | -14.7% | -14.8% |
| 6M | -20.1% | -2.3% | -17.7% | -17.9% |
| YTD | +1.9% | -1.8% | +3.7% | +4.3% |
| 1Y | -6.1% | -1.0% | -5.1% | -4.6% |
| 3Y | +7.3% | +19.3% | -12.0% | -8.9% |
| 5Y | +4.4% | +3.8% | +0.6% | -7.9% |
| All | +383.2% | +27.9% | +355.3% | +369.3% |
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