+192.1%
CAT vs VCIT
+3.7%
+188.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -14.5% | +0.5% | -14.9% | -14.7% |
| 30D | -35.7% | +2.1% | -37.8% | -36.6% |
| 3M | -36.3% | -1.6% | -34.7% | -35.6% |
| 6M | -38.5% | -1.6% | -37.0% | -37.8% |
| YTD | -2.5% | -1.5% | -1.0% | -1.4% |
| 1Y | -1.9% | -0.4% | -1.5% | -1.4% |
| 3Y | +139.2% | +19.6% | +119.6% | +120.1% |
| 5Y | +192.1% | +3.3% | +188.9% | +127.0% |
| All | +192.1% | +3.7% | +188.5% | +127.0% |
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 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