+30.6%
VCIT vs CAG
-38.9%
+69.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.1% | +6.6% | -6.5% | -0.1% |
| 30D | +1.1% | +13.9% | -12.8% | +0.7% |
| 3M | -1.4% | +4.0% | -5.4% | -1.5% |
| 6M | -2.3% | +10.0% | -12.3% | -2.7% |
| YTD | -1.8% | -6.1% | +4.3% | -1.7% |
| 1Y | -1.0% | -4.3% | +3.3% | -1.0% |
| 3Y | +19.3% | -34.6% | +53.8% | +20.5% |
| 5Y | +3.8% | -39.4% | +43.2% | +5.0% |
| 10Y | +30.6% | -34.2% | +64.7% | +31.1% |
| All | +30.6% | -38.9% | +69.4% | +31.1% |
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