+31.2%
VCIT vs CAG
-38.3%
+69.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | +0.1% |
| 7D | +0.7% | +4.6% | -3.8% | +0.6% |
| 30D | +1.8% | +14.7% | -12.9% | +1.3% |
| 3M | -1.1% | +2.4% | -3.5% | -1.3% |
| 6M | -1.7% | +10.7% | -12.4% | -2.1% |
| YTD | -1.1% | -5.5% | +4.4% | -1.1% |
| 1Y | -0.4% | -4.6% | +4.2% | -0.4% |
| 3Y | +20.5% | -34.4% | +54.9% | +21.7% |
| 5Y | +3.8% | -39.2% | +42.9% | +5.0% |
| 10Y | +31.2% | -39.0% | +70.2% | +32.3% |
| All | +31.2% | -38.3% | +69.5% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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