+19.6%
CME vs VCIT
-0.8%
+20.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.7% |
| 7D | +4.8% | +0.4% | +4.4% | +5.1% |
| 30D | +14.2% | +2.2% | +12.0% | +15.8% |
| 3M | +17.9% | -1.8% | +19.8% | +15.5% |
| 6M | +7.2% | -1.6% | +8.9% | +5.4% |
| YTD | +16.7% | -1.7% | +18.5% | +15.5% |
| 1Y | +19.6% | -0.8% | +20.4% | +18.2% |
| All | +19.6% | -0.8% | +20.3% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling