+29.3%
VCIT vs CBOE
+385.3%
-356.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +0.1% | -4.6% | +4.7% | +0.2% |
| 30D | -0.8% | +2.6% | -3.4% | -0.8% |
| 3M | -0.5% | +4.9% | -5.5% | -0.7% |
| 6M | -1.4% | -2.2% | +0.8% | -1.4% |
| YTD | -0.8% | +17.7% | -18.5% | -1.3% |
| 1Y | +0.3% | +26.1% | -25.8% | -0.4% |
| 3Y | +19.2% | +97.1% | -77.9% | +16.9% |
| 5Y | +3.6% | +149.2% | -145.6% | +0.8% |
| 10Y | +29.3% | +385.1% | -355.8% | +28.9% |
| All | +29.3% | +385.3% | -356.0% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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