-23.1%
BA vs VCIT
+3.7%
-26.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.8% |
| 7D | -0.1% | +0.5% | -0.5% | -0.6% |
| 30D | -9.1% | +2.1% | -11.2% | -11.4% |
| 3M | -28.2% | -1.6% | -26.6% | -26.8% |
| 6M | -23.1% | -1.6% | -21.5% | -21.5% |
| YTD | -20.6% | -1.5% | -19.0% | -18.8% |
| 1Y | -12.7% | -0.4% | -12.3% | -11.9% |
| 3Y | -11.6% | +19.6% | -31.1% | -27.1% |
| 5Y | -23.1% | +3.3% | -26.4% | -43.7% |
| All | -23.1% | +3.7% | -26.8% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 5y: compounded portfolio wealth divided by compounded VCIT 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…
5y analysis · Full analysis span regression · 6 months rolling