+16.6%
VCIT vs CAVA
+43.8%
-27.2%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +1.1% | +12.6% | -11.5% | +0.9% |
| 3M | -1.4% | -1.9% | +0.6% | -1.4% |
| 6M | -2.3% | -23.9% | +21.6% | -2.0% |
| YTD | -1.8% | +2.9% | -4.7% | -2.0% |
| 1Y | -1.0% | +21.6% | -22.6% | -1.5% |
| 3Y | +19.3% | +94.4% | -75.1% | +16.0% |
| All | +16.6% | +43.8% | -27.2% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling