+3,265.8%
CVNA vs VCIT
+30.2%
+3,235.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.5% |
| 7D | +3.5% | +0.1% | +3.4% | +3.1% |
| 30D | +5.5% | -0.8% | +6.2% | +9.0% |
| 3M | +7.6% | -0.5% | +8.1% | +10.7% |
| 6M | +17.6% | -1.4% | +19.0% | +26.9% |
| YTD | -11.5% | -0.8% | -10.7% | -6.9% |
| 1Y | +0.4% | +0.3% | +0.1% | +0.9% |
| 3Y | +695.6% | +19.2% | +676.3% | +285.1% |
| 5Y | +13.6% | +3.6% | +10.0% | +0.6% |
| All | +3,265.8% | +30.2% | +3,235.5% | +1,516.0% |
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