+28.6%
VCIT vs CF
+542.5%
-513.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.6% |
| 7D | +0.4% | -6.9% | +7.3% | +0.5% |
| 30D | +2.2% | -3.7% | +5.9% | +2.2% |
| 3M | -1.8% | -5.0% | +3.1% | -1.8% |
| 6M | -1.6% | -10.5% | +8.8% | -1.6% |
| YTD | -1.7% | +46.5% | -48.3% | -2.3% |
| 1Y | -0.8% | +34.8% | -35.7% | -1.3% |
| 3Y | +19.3% | +46.7% | -27.4% | +18.4% |
| 5Y | +3.5% | +112.0% | -108.5% | +1.9% |
| 10Y | +28.6% | +529.7% | -501.1% | +28.2% |
| All | +28.6% | +542.5% | -513.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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