+88.4%
VCIT vs CBOE
+1,256.0%
-1,167.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.1% | +5.3% | -5.2% | +0.1% |
| 30D | +1.9% | +25.5% | -23.5% | +1.8% |
| 3M | -1.4% | +22.5% | -24.0% | -1.6% |
| 6M | -2.1% | +2.6% | -4.7% | -2.1% |
| YTD | -1.6% | +41.8% | -43.4% | -1.9% |
| 1Y | -0.9% | +40.9% | -41.8% | -1.2% |
| 3Y | +20.0% | +108.7% | -88.7% | +19.3% |
| 5Y | +3.1% | +181.4% | -178.3% | +2.2% |
| 10Y | +28.7% | +531.6% | -502.8% | +29.2% |
| All | +88.4% | +1,256.0% | -1,167.6% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling