+3,335.1%
CVNA vs VCIT
+29.2%
+3,305.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.4% |
| 7D | +5.9% | +0.7% | +5.2% | +2.8% |
| 30D | +19.7% | +1.8% | +17.9% | +11.0% |
| 3M | +7.6% | -1.6% | +9.2% | +15.3% |
| 6M | -2.2% | -2.1% | -0.1% | +8.1% |
| YTD | -9.6% | -1.6% | -8.1% | -1.6% |
| 1Y | +25.4% | -0.8% | +26.2% | +32.4% |
| 3Y | +1,152.6% | +19.9% | +1,132.7% | +486.4% |
| 5Y | +28.9% | +3.3% | +25.6% | +16.0% |
| All | +3,335.1% | +29.2% | +3,305.9% | +1,608.3% |
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