+58.1%
VCIT vs CG
+351.2%
-293.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | -4.3% | +4.0% | -0.2% |
| 30D | -0.8% | -5.1% | +4.3% | -0.6% |
| 3M | -1.0% | +8.7% | -9.7% | -1.3% |
| 6M | -1.8% | -9.2% | +7.4% | -1.6% |
| YTD | -0.7% | -18.9% | +18.2% | -0.2% |
| 1Y | +1.0% | -25.6% | +26.6% | +1.7% |
| 3Y | +18.8% | +57.3% | -38.4% | +16.4% |
| 5Y | +3.5% | +10.2% | -6.7% | +1.4% |
| 10Y | +29.2% | +364.2% | -335.0% | +25.7% |
| All | +58.1% | +351.2% | -293.1% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling