+63.9%
CME vs VCIT
+19.8%
+44.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | +3.7% | +0.5% | +3.2% | +3.7% |
| 30D | +13.7% | +2.1% | +11.6% | +14.2% |
| 3M | +16.6% | -1.6% | +18.2% | +16.1% |
| 6M | +8.2% | -1.6% | +9.8% | +7.8% |
| YTD | +16.3% | -1.5% | +17.9% | +15.9% |
| 1Y | +19.1% | -0.4% | +19.5% | +18.8% |
| All | +63.9% | +19.8% | +44.0% | +82.5% |
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