+80.1%
CLF vs VCIT
+29.7%
+50.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +6.9% |
| 7D | -14.1% | +0.7% | -14.8% | -14.9% |
| 30D | -5.5% | +1.8% | -7.3% | -7.9% |
| 3M | 0.0% | -1.6% | +1.6% | +1.7% |
| 6M | +11.3% | -2.1% | +13.3% | +14.2% |
| YTD | -7.7% | -1.6% | -6.1% | -5.7% |
| 1Y | +17.5% | -0.8% | +18.3% | +19.0% |
| 3Y | -25.4% | +19.9% | -45.4% | -39.7% |
| 5Y | -46.0% | +3.3% | -49.3% | -48.5% |
| 10Y | +80.1% | +30.6% | +49.4% | +97.6% |
| All | +80.1% | +29.7% | +50.4% | +97.6% |
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