+30.6%
VCIT vs CG
+320.1%
-289.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.6% | -6.5% | -0.2% |
| 7D | +0.7% | +3.0% | -2.3% | +0.6% |
| 30D | +1.8% | +10.1% | -8.3% | +1.4% |
| 3M | -1.6% | -10.8% | +9.3% | -1.2% |
| 6M | -2.1% | -15.2% | +13.1% | -1.6% |
| YTD | -1.6% | -26.9% | +25.3% | -0.6% |
| 1Y | -0.8% | -17.0% | +16.2% | -0.3% |
| 3Y | +19.9% | +54.6% | -34.7% | +16.4% |
| 5Y | +3.3% | -16.7% | +20.1% | +1.3% |
| 10Y | +30.6% | +320.1% | -289.5% | +26.7% |
| All | +30.6% | +320.1% | -289.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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