+404.4%
BAC vs VCIT
+98.3%
+306.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -0.9% | -0.8% | -0.1% | -1.0% |
| 3M | +16.3% | -1.0% | +17.3% | +16.2% |
| 6M | +26.0% | -1.8% | +27.8% | +25.7% |
| YTD | +15.2% | -0.7% | +15.9% | +15.1% |
| 1Y | +26.5% | +1.0% | +25.5% | +26.7% |
| 3Y | +132.4% | +18.8% | +113.6% | +137.8% |
| 5Y | +72.6% | +3.5% | +69.1% | +61.5% |
| 10Y | +389.7% | +29.2% | +360.5% | +465.2% |
| All | +404.4% | +98.3% | +306.1% | +833.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling