+224.3%
CTVA vs VCIT
+20.9%
+203.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +12.0% | -0.8% | +12.8% | +12.5% |
| 3M | +13.5% | -0.5% | +14.0% | +13.8% |
| 6M | +12.1% | -1.4% | +13.5% | +12.9% |
| YTD | +29.0% | -0.8% | +29.8% | +29.5% |
| 1Y | +18.9% | +0.3% | +18.6% | +18.6% |
| 3Y | +78.9% | +19.2% | +59.7% | +62.6% |
| 5Y | +105.2% | +3.6% | +101.7% | +101.6% |
| All | +224.3% | +20.9% | +203.4% | +237.0% |
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