+943.5%
CI vs VCIT
+96.6%
+846.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.0% | +0.5% | +0.6% | +1.0% |
| 30D | +9.9% | +2.1% | +7.8% | +9.7% |
| 3M | +12.1% | -1.6% | +13.6% | +12.2% |
| 6M | +10.6% | -1.6% | +12.2% | +10.7% |
| YTD | +11.4% | -1.5% | +12.9% | +11.5% |
| 1Y | +18.8% | -0.4% | +19.2% | +18.8% |
| 3Y | +2.9% | +19.6% | -16.7% | +2.1% |
| 5Y | +54.5% | +3.3% | +51.2% | +52.1% |
| 10Y | +175.7% | +28.9% | +146.9% | +196.8% |
| All | +943.5% | +96.6% | +846.9% | +1,492.1% |
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