+98.0%
VCIT vs CLX
+157.7%
-59.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -0.3% | -9.2% | +8.9% | -0.1% |
| 30D | -0.8% | -11.0% | +10.3% | -0.5% |
| 3M | -1.0% | +5.0% | -6.0% | -1.2% |
| 6M | -1.8% | -18.8% | +17.0% | -1.4% |
| YTD | -0.7% | -4.4% | +3.7% | -0.7% |
| 1Y | +1.0% | -21.9% | +22.8% | +1.5% |
| 3Y | +18.8% | -32.8% | +51.6% | +19.7% |
| 5Y | +3.5% | -34.6% | +38.0% | +4.0% |
| 10Y | +29.2% | -4.7% | +33.9% | +29.8% |
| All | +98.0% | +157.7% | -59.7% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling