+204.7%
CTVA vs VCIT
+19.9%
+184.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +1.6% | +0.7% | +0.9% | +1.2% |
| 30D | -8.5% | +1.8% | -10.3% | -9.4% |
| 3M | +5.3% | -1.6% | +6.8% | +6.1% |
| 6M | -0.1% | -2.1% | +2.0% | +1.1% |
| YTD | +21.2% | -1.6% | +22.8% | +22.2% |
| 1Y | +27.0% | -0.8% | +27.8% | +27.5% |
| 3Y | +87.2% | +19.9% | +67.3% | +69.6% |
| 5Y | +77.9% | +3.3% | +74.6% | +74.8% |
| All | +204.7% | +19.9% | +184.8% | +218.0% |
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