+198.8%
CVX vs VCIT
+30.3%
+168.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -0.4% | +1.1% | -1.5% | -0.8% |
| 3M | +9.3% | -1.4% | +10.7% | +9.8% |
| 6M | +18.4% | -2.3% | +20.7% | +19.3% |
| YTD | +42.5% | -1.8% | +44.3% | +43.1% |
| 1Y | +41.0% | -1.0% | +42.1% | +41.2% |
| 3Y | +67.5% | +19.3% | +48.3% | +52.9% |
| 5Y | +126.1% | +3.8% | +122.3% | +124.7% |
| 10Y | +198.8% | +30.6% | +168.2% | +223.3% |
| All | +198.8% | +30.3% | +168.5% | +223.3% |
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