+237.7%
BAC vs VCIT
+30.3%
+207.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -6.7% | +1.1% | -7.8% | -7.0% |
| 3M | -20.2% | -1.4% | -18.9% | -19.9% |
| 6M | -0.2% | -2.3% | +2.1% | +0.5% |
| YTD | -6.4% | -1.8% | -4.6% | -5.9% |
| 1Y | -3.1% | -1.0% | -2.1% | -2.8% |
| 3Y | +96.7% | +19.3% | +77.5% | +88.0% |
| 5Y | +21.3% | +3.8% | +17.5% | +12.4% |
| 10Y | +237.7% | +30.6% | +207.2% | +390.2% |
| All | +237.7% | +30.3% | +207.5% | +390.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling