-25.3%
CRCL vs VCIT
+3.1%
-28.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.1% |
| 7D | -8.4% | -1.4% | -6.9% | -4.6% |
| 30D | -21.8% | +0.6% | -22.4% | -23.1% |
| 3M | -17.5% | -2.2% | -15.3% | -12.0% |
| 6M | -50.9% | -2.3% | -48.5% | -47.0% |
| YTD | -21.6% | -2.2% | -19.4% | -16.7% |
| 1Y | -24.5% | -1.4% | -23.1% | -18.7% |
| All | -25.3% | +3.1% | -28.3% | +42.1% |
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