+872.5%
CI vs VCIT
+98.3%
+774.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -0.3% | +1.7% | +1.3% |
| 30D | +4.4% | -0.8% | +5.2% | +4.5% |
| 3M | +0.7% | -1.0% | +1.7% | +0.7% |
| 6M | +0.3% | -1.8% | +2.2% | +0.5% |
| YTD | +3.8% | -0.7% | +4.5% | +3.9% |
| 1Y | -5.5% | +1.0% | -6.5% | -5.6% |
| 3Y | +8.1% | +18.8% | -10.7% | +7.3% |
| 5Y | +42.8% | +3.5% | +39.3% | +40.5% |
| 10Y | +143.9% | +29.2% | +114.7% | +161.4% |
| All | +872.5% | +98.3% | +774.2% | +1,383.0% |
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 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