+74.6%
CLF vs VCIT
+31.0%
+43.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.0% |
| 7D | +10.4% | -1.4% | +11.8% | +12.3% |
| 30D | +0.6% | +0.6% | 0.0% | -0.6% |
| 3M | +4.1% | -2.2% | +6.3% | +6.7% |
| 6M | +15.1% | -2.3% | +17.4% | +18.4% |
| YTD | -4.7% | -2.2% | -2.6% | -2.1% |
| 1Y | +20.4% | -1.4% | +21.7% | +22.6% |
| 3Y | -23.4% | +18.7% | -42.1% | -37.4% |
| 5Y | -43.3% | +3.6% | -46.9% | -46.1% |
| All | +74.6% | +31.0% | +43.6% | +90.3% |
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