-19.4%
CRCL vs VCIT
+3.9%
-23.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -11.8% | -0.5% | -11.3% | -10.7% |
| 30D | -20.0% | +1.5% | -21.4% | -23.2% |
| 3M | -5.7% | -1.0% | -4.7% | -2.8% |
| 6M | -49.1% | -1.7% | -47.4% | -46.2% |
| YTD | -15.4% | -1.4% | -14.0% | -12.2% |
| 1Y | -31.7% | -0.9% | -30.8% | -29.0% |
| All | -19.4% | +3.9% | -23.3% | +49.7% |
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 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