+725.3%
CAT vs VCIT
+28.8%
+696.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | +0.1% | -10.4% | -10.3% |
| 30D | -31.2% | +1.9% | -33.1% | -31.7% |
| 3M | -34.7% | -1.4% | -33.2% | -34.3% |
| 6M | -39.5% | -2.1% | -37.3% | -39.0% |
| YTD | -1.7% | -1.6% | 0.0% | -1.0% |
| 1Y | -1.1% | -0.9% | -0.2% | -0.6% |
| 3Y | +143.9% | +20.0% | +123.9% | +133.6% |
| 5Y | +194.8% | +3.1% | +191.6% | +179.0% |
| All | +725.3% | +28.8% | +696.5% | +776.6% |
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