+712.5%
CAT vs VCIT
+29.7%
+682.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -25.0% | +1.8% | -26.8% | -25.6% |
| 3M | -28.7% | -1.6% | -27.2% | -28.3% |
| 6M | -33.0% | -2.1% | -30.9% | -32.4% |
| YTD | +5.4% | -1.6% | +7.0% | +6.2% |
| 1Y | +7.3% | -0.8% | +8.1% | +7.8% |
| 3Y | +166.0% | +19.9% | +146.1% | +153.7% |
| 5Y | +210.1% | +3.3% | +206.8% | +194.0% |
| 10Y | +712.5% | +30.6% | +681.9% | +778.0% |
| All | +712.5% | +29.7% | +682.9% | +778.0% |
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