+96.4%
CLF vs VCIT
+29.0%
+67.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.2% | -12.5% | -12.5% |
| 7D | -21.0% | +0.5% | -21.4% | -21.5% |
| 30D | -8.0% | +2.1% | -10.1% | -10.5% |
| 3M | -10.9% | -1.6% | -9.3% | -9.4% |
| 6M | +5.8% | -1.6% | +7.4% | +7.9% |
| YTD | -15.1% | -1.5% | -13.6% | -13.5% |
| 1Y | +7.2% | -0.4% | +7.6% | +8.0% |
| 3Y | -34.2% | +19.6% | -53.7% | -46.0% |
| 5Y | -49.6% | +3.3% | -52.9% | -52.2% |
| All | +96.4% | +29.0% | +67.4% | +116.1% |
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 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