+957.1%
CI vs VCIT
+96.2%
+860.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | +3.5% | +0.4% | +3.1% | +3.5% |
| 30D | +12.6% | +2.2% | +10.4% | +12.4% |
| 3M | +12.1% | -1.8% | +13.9% | +12.2% |
| 6M | +10.6% | -1.6% | +12.2% | +10.7% |
| YTD | +12.8% | -1.7% | +14.6% | +13.0% |
| 1Y | +18.0% | -0.8% | +18.9% | +18.1% |
| 3Y | +4.2% | +19.3% | -15.1% | +3.4% |
| 5Y | +57.2% | +3.5% | +53.7% | +54.9% |
| 10Y | +179.3% | +28.6% | +150.7% | +200.7% |
| All | +957.1% | +96.2% | +860.9% | +1,513.2% |
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