+825.7%
CME vs VCIT
+96.6%
+729.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.1% |
| 3M | +16.6% | -1.6% | +18.2% | +16.3% |
| 6M | +8.2% | -1.6% | +9.8% | +7.9% |
| YTD | +16.3% | -1.5% | +17.9% | +16.1% |
| 1Y | +19.1% | -0.4% | +19.5% | +19.0% |
| 3Y | +67.4% | +19.6% | +47.8% | +72.4% |
| 5Y | +71.0% | +3.3% | +67.7% | +66.5% |
| 10Y | +338.9% | +28.9% | +310.0% | +413.0% |
| All | +825.7% | +96.6% | +729.1% | +1,706.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling