-61.9%
CLSK vs VCIT
+32.6%
-94.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.1% |
| 7D | +17.2% | -0.2% | +17.4% | +17.7% |
| 30D | +14.6% | -0.5% | +15.1% | +16.0% |
| 3M | -16.8% | -0.9% | -15.9% | -14.7% |
| 6M | +38.2% | -1.9% | +40.1% | +46.1% |
| YTD | +31.2% | -1.0% | +32.2% | +35.8% |
| 1Y | +37.3% | +0.2% | +37.1% | +38.4% |
| 3Y | +201.8% | +19.0% | +182.8% | +108.4% |
| 5Y | -1.6% | +3.1% | -4.6% | -11.0% |
| All | -61.9% | +32.6% | -94.5% | -63.9% |
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