+31.2%
VCIT vs CG
+278.5%
-247.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +0.6% | +11.2% | -10.6% | +0.1% |
| 3M | -2.2% | -22.1% | +19.9% | -1.3% |
| 6M | -2.3% | -17.9% | +15.6% | -1.7% |
| YTD | -2.2% | -31.3% | +29.1% | -0.9% |
| 1Y | -1.4% | -24.0% | +22.6% | -0.5% |
| 3Y | +18.7% | +45.0% | -26.2% | +15.5% |
| 5Y | +3.6% | -22.6% | +26.2% | +1.8% |
| All | +31.2% | +278.5% | -247.3% | +26.6% |
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