+96.3%
VCIT vs CLX
+180.1%
-83.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +0.5% | +12.4% | -12.0% | +0.1% |
| 30D | +2.1% | +21.1% | -19.0% | +1.5% |
| 3M | -1.6% | -3.3% | +1.7% | -1.5% |
| 6M | -1.6% | +18.8% | -20.4% | -2.1% |
| YTD | -1.5% | +3.9% | -5.4% | -1.7% |
| 1Y | -0.4% | -3.8% | +3.4% | -0.4% |
| 3Y | +19.6% | -10.5% | +30.1% | +19.6% |
| 5Y | +3.3% | -26.7% | +29.9% | +3.5% |
| 10Y | +28.9% | +19.9% | +9.0% | +29.2% |
| All | +96.3% | +180.1% | -83.7% | +103.3% |
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