+73.4%
CL vs VCIT
+28.8%
+44.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +11.4% | +1.9% | +9.4% | +10.2% |
| 3M | +4.4% | -1.4% | +5.9% | +5.2% |
| 6M | +10.8% | -2.1% | +12.9% | +12.1% |
| YTD | +25.1% | -1.6% | +26.8% | +26.3% |
| 1Y | +28.0% | -0.9% | +28.9% | +28.6% |
| 3Y | +37.6% | +20.0% | +17.6% | +26.3% |
| 5Y | +39.7% | +3.1% | +36.6% | +36.2% |
| All | +73.4% | +28.8% | +44.6% | +56.0% |
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