+98.0%
VCIT vs CHRW
+275.2%
-177.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | -0.8% | -3.5% | +2.7% | -0.7% |
| 3M | -1.0% | -19.4% | +18.4% | -0.9% |
| 6M | -1.8% | -21.4% | +19.5% | -1.7% |
| YTD | -0.7% | -7.1% | +6.4% | -0.7% |
| 1Y | +1.0% | +17.8% | -16.8% | +0.8% |
| 3Y | +18.8% | +78.8% | -59.9% | +18.3% |
| 5Y | +3.5% | +83.5% | -80.0% | +3.1% |
| 10Y | +29.2% | +160.2% | -131.0% | +29.7% |
| All | +98.0% | +275.2% | -177.2% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling