+305.8%
CME vs VCIT
+30.9%
+274.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +13.9% | +1.5% | +12.5% | +13.7% |
| 3M | +22.4% | -1.0% | +23.3% | +22.5% |
| 6M | +12.9% | -1.7% | +14.6% | +13.1% |
| YTD | +19.6% | -1.4% | +21.0% | +19.8% |
| 1Y | +17.7% | -0.9% | +18.6% | +17.8% |
| 3Y | +65.3% | +19.8% | +45.5% | +59.3% |
| 5Y | +75.1% | +4.6% | +70.5% | +71.1% |
| 10Y | +305.8% | +31.5% | +274.2% | +425.2% |
| All | +305.8% | +30.9% | +274.8% | +425.2% |
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 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