+142.2%
CI vs VCIT
+30.2%
+112.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +4.7% | +1.8% | +2.9% | +4.0% |
| 3M | +5.2% | -1.1% | +6.3% | +5.7% |
| 6M | +3.8% | -1.7% | +5.5% | +4.4% |
| YTD | +9.2% | -1.1% | +10.4% | +9.7% |
| 1Y | +14.3% | -0.4% | +14.6% | +14.4% |
| 3Y | +8.4% | +20.5% | -12.0% | +1.3% |
| 5Y | +50.0% | +3.8% | +46.3% | +49.6% |
| 10Y | +142.2% | +31.2% | +111.0% | +157.0% |
| All | +142.2% | +30.2% | +112.0% | +157.0% |
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