+30.9%
VCIT vs CNH
+113.9%
-82.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -0.5% | +6.7% | -7.2% | -0.7% |
| 30D | +1.0% | +7.2% | -6.2% | +0.8% |
| 3M | -1.4% | +17.5% | -18.9% | -1.9% |
| 6M | -2.1% | +15.0% | -17.1% | -2.6% |
| YTD | -1.8% | +36.8% | -38.6% | -2.8% |
| 1Y | -1.4% | +27.6% | -29.0% | -2.2% |
| 3Y | +19.3% | +34.3% | -15.1% | +17.8% |
| 5Y | +4.1% | -12.2% | +16.4% | +3.5% |
| 10Y | +30.9% | +113.9% | -82.9% | +25.6% |
| All | +30.9% | +113.9% | -82.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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