+36.6%
CTVA vs VCIT
+3.7%
+32.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -20.8% | -1.4% | -19.3% | -20.1% |
| 30D | -29.6% | +0.6% | -30.2% | -29.7% |
| 3M | -16.9% | -2.2% | -14.7% | -15.9% |
| 6M | -24.3% | -2.3% | -21.9% | -23.3% |
| YTD | -5.6% | -2.2% | -3.4% | -4.5% |
| 1Y | -4.2% | -1.4% | -2.8% | -3.4% |
| 3Y | +43.3% | +18.7% | +24.5% | +33.5% |
| All | +36.6% | +3.7% | +32.9% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling