+31.2%
VCIT vs CLX
+32.0%
-0.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.2% |
| 7D | -1.4% | +9.5% | -10.9% | -1.7% |
| 30D | +0.6% | +30.7% | -30.1% | -0.4% |
| 3M | -2.2% | +4.2% | -6.5% | -2.5% |
| 6M | -2.3% | +22.1% | -24.4% | -3.1% |
| YTD | -2.2% | +14.1% | -16.3% | -2.8% |
| 1Y | -1.4% | +10.3% | -11.7% | -1.9% |
| 3Y | +18.7% | -7.8% | +26.6% | +18.6% |
| 5Y | +3.6% | -20.8% | +24.4% | +3.5% |
| All | +31.2% | +32.0% | -0.8% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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