+231.7%
CTVA vs VCIT
+21.0%
+210.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +4.9% | -0.3% | +5.3% | +5.1% |
| 30D | +11.9% | -0.8% | +12.7% | +12.4% |
| 3M | +13.7% | -1.0% | +14.7% | +14.3% |
| 6M | +13.1% | -1.8% | +15.0% | +14.3% |
| YTD | +32.0% | -0.7% | +32.7% | +32.4% |
| 1Y | +22.1% | +1.0% | +21.1% | +21.3% |
| 3Y | +77.5% | +18.8% | +58.6% | +61.5% |
| 5Y | +106.3% | +3.5% | +102.8% | +102.8% |
| All | +231.7% | +21.0% | +210.7% | +244.5% |
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