+3.8%
VCIT vs CHRW
+53.0%
-49.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | 0.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +1.8% | -9.4% | +11.2% | +2.0% |
| 3M | -1.1% | -13.3% | +12.1% | -0.9% |
| 6M | -1.7% | -24.2% | +22.5% | -1.2% |
| YTD | -1.1% | -18.9% | +17.7% | -1.0% |
| 1Y | -0.4% | -12.4% | +12.0% | -0.5% |
| 3Y | +20.5% | +72.2% | -51.8% | +16.8% |
| 5Y | +3.8% | +53.4% | -49.6% | +1.3% |
| All | +3.8% | +53.0% | -49.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling