+1,369.7%
CRWD vs VCIT
+19.2%
+1,350.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | -0.3% | -2.1% | -2.0% |
| 30D | +1.5% | -0.8% | +2.3% | +2.5% |
| 3M | +18.5% | -1.0% | +19.5% | +20.3% |
| 6M | +109.1% | -1.8% | +110.9% | +114.2% |
| YTD | +81.8% | -0.7% | +82.5% | +83.6% |
| 1Y | +106.7% | +1.0% | +105.7% | +104.5% |
| 3Y | +428.7% | +18.8% | +409.8% | +326.9% |
| 5Y | +206.4% | +3.5% | +202.9% | +182.2% |
| All | +1,369.7% | +19.2% | +1,350.4% | +1,050.6% |
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