+62.7%
CVS vs VCIT
+30.9%
+31.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | -0.5% | +12.4% | +12.0% |
| 30D | +2.8% | +1.5% | +1.3% | +2.5% |
| 3M | -3.6% | -1.0% | -2.6% | -3.5% |
| 6M | -1.6% | -1.7% | 0.0% | -1.4% |
| YTD | +16.3% | -1.4% | +17.6% | +16.5% |
| 1Y | +15.5% | -0.9% | +16.5% | +15.7% |
| 3Y | +48.1% | +19.8% | +28.3% | +43.7% |
| 5Y | +12.3% | +4.6% | +7.7% | +8.9% |
| 10Y | +62.7% | +31.5% | +31.2% | +75.3% |
| All | +62.7% | +30.9% | +31.8% | +75.3% |
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