+263.2%
BAC vs VCIT
+28.8%
+234.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -7.7% | +1.9% | -9.6% | -8.2% |
| 3M | -21.2% | -1.4% | -19.7% | -20.8% |
| 6M | -6.8% | -2.1% | -4.7% | -6.3% |
| YTD | -8.7% | -1.6% | -7.1% | -8.3% |
| 1Y | -5.3% | -0.9% | -4.4% | -5.0% |
| 3Y | +87.4% | +20.0% | +67.5% | +79.6% |
| 5Y | +18.9% | +3.1% | +15.8% | +9.8% |
| All | +263.2% | +28.8% | +234.4% | +405.2% |
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