-63.8%
CLF vs VCIT
+96.2%
-160.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.6% |
| 7D | -7.9% | +0.4% | -8.3% | -8.2% |
| 30D | +5.2% | +2.2% | +3.1% | +3.4% |
| 3M | +4.3% | -1.8% | +6.1% | +5.7% |
| 6M | +25.3% | -1.6% | +26.9% | +26.9% |
| YTD | -3.3% | -1.7% | -1.6% | -1.9% |
| 1Y | +20.2% | -0.8% | +21.1% | +21.2% |
| 3Y | -25.0% | +19.3% | -44.3% | -33.0% |
| 5Y | -42.1% | +3.5% | -45.6% | -45.4% |
| 10Y | +139.1% | +28.6% | +110.5% | +133.2% |
| All | -63.8% | +96.2% | -160.0% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling