-33.9%
CIFR vs VCIT
+4.4%
-38.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.1% | +18.1% | +18.2% |
| 7D | -10.2% | +0.1% | -10.3% | -10.8% |
| 30D | -55.0% | +1.9% | -57.0% | -57.3% |
| 3M | -64.1% | -1.4% | -62.6% | -63.0% |
| 6M | -70.1% | -2.1% | -68.0% | -68.6% |
| YTD | -55.7% | -1.6% | -54.0% | -53.6% |
| 1Y | -69.9% | -0.9% | -68.9% | -68.9% |
| 3Y | +68.7% | +20.0% | +48.7% | +11.2% |
| 5Y | -26.2% | +3.1% | -29.4% | -48.0% |
| All | -33.9% | +4.4% | -38.2% | -53.6% |
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