+17.6%
VCIT vs CAVA
+34.5%
-17.0%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | -0.1% |
| 7D | -0.2% | -8.5% | +8.4% | -0.1% |
| 30D | -0.5% | -8.2% | +7.7% | -0.4% |
| 3M | -0.9% | -25.9% | +25.0% | -0.5% |
| 6M | -1.9% | -30.9% | +29.0% | -1.5% |
| YTD | -1.0% | -3.7% | +2.7% | -1.1% |
| 1Y | +0.2% | -13.4% | +13.7% | +0.3% |
| 3Y | +19.0% | +44.2% | -25.2% | +16.4% |
| All | +17.6% | +34.5% | -17.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CAVA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling