+30.6%
VCIT vs CHRW
+126.6%
-96.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.1% | -3.4% | +3.5% | +0.2% |
| 30D | +1.1% | -9.4% | +10.5% | +1.3% |
| 3M | -1.4% | -12.6% | +11.3% | -1.2% |
| 6M | -2.3% | -24.2% | +21.8% | -2.0% |
| YTD | -1.8% | -18.9% | +17.1% | -1.7% |
| 1Y | -1.0% | -13.7% | +12.7% | -1.0% |
| 3Y | +19.3% | +72.6% | -53.3% | +17.5% |
| 5Y | +3.8% | +55.6% | -51.8% | +2.5% |
| 10Y | +30.6% | +122.7% | -92.2% | +29.3% |
| All | +30.6% | +126.6% | -96.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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