+284.1%
CME vs VCIT
+29.2%
+254.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | +6.2% | -0.8% | +7.0% | +6.3% |
| 3M | +10.4% | -1.0% | +11.4% | +10.6% |
| 6M | -9.5% | -1.8% | -7.7% | -9.3% |
| YTD | +6.0% | -0.7% | +6.7% | +6.1% |
| 1Y | +9.3% | +1.0% | +8.3% | +9.0% |
| 3Y | +57.7% | +18.8% | +38.8% | +52.8% |
| 5Y | +77.7% | +3.5% | +74.2% | +73.6% |
| All | +284.1% | +29.2% | +254.9% | +384.4% |
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