+28.9%
VCIT vs CP
+253.8%
-224.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +0.1% | +2.8% | -2.7% | 0.0% |
| 30D | +1.9% | +10.2% | -8.3% | +1.5% |
| 3M | -1.4% | +2.4% | -3.8% | -1.6% |
| 6M | -2.1% | +7.7% | -9.8% | -2.5% |
| YTD | -1.6% | +26.0% | -27.6% | -2.7% |
| 1Y | -0.9% | +34.6% | -35.5% | -2.3% |
| 3Y | +20.0% | +26.7% | -6.7% | +18.4% |
| 5Y | +3.1% | +24.9% | -21.8% | +1.6% |
| All | +28.9% | +253.8% | -224.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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