+17.7%
CME vs VCIT
-0.8%
+18.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.5% | -0.5% | +3.0% | +2.2% |
| 30D | +13.9% | +1.5% | +12.5% | +14.9% |
| 3M | +22.4% | -1.0% | +23.3% | +20.6% |
| 6M | +12.9% | -1.7% | +14.6% | +11.2% |
| YTD | +19.6% | -1.4% | +21.0% | +18.7% |
| 1Y | +17.7% | -0.9% | +18.6% | +17.2% |
| All | +17.7% | -0.8% | +18.5% | +17.2% |
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