+205.4%
CTVA vs VCIT
+20.2%
+185.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | -8.7% | +1.5% | -10.2% | -9.5% |
| 3M | +6.4% | -1.0% | +7.3% | +6.9% |
| 6M | -1.9% | -1.7% | -0.2% | -1.0% |
| YTD | +21.5% | -1.4% | +22.9% | +22.4% |
| 1Y | +24.3% | -0.9% | +25.2% | +24.9% |
| 3Y | +91.8% | +19.8% | +72.0% | +73.8% |
| 5Y | +78.4% | +4.6% | +73.8% | +74.0% |
| All | +205.4% | +20.2% | +185.3% | +218.4% |
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