+63.2%
CME vs VCIT
+19.7%
+43.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +13.2% | +1.9% | +11.3% | +13.6% |
| 3M | +16.3% | -1.4% | +17.7% | +15.8% |
| 6M | +7.1% | -2.1% | +9.3% | +6.7% |
| YTD | +15.8% | -1.6% | +17.5% | +15.4% |
| 1Y | +17.1% | -0.9% | +18.0% | +16.7% |
| 3Y | +63.2% | +20.0% | +43.2% | +81.7% |
| All | +63.2% | +19.7% | +43.5% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling