+593.0%
BE vs VCIT
+28.7%
+564.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.7% |
| 7D | -14.7% | +0.1% | -14.8% | -15.1% |
| 30D | -40.5% | +1.9% | -42.4% | -43.2% |
| 3M | -24.3% | -1.4% | -22.9% | -22.0% |
| 6M | -39.3% | -2.1% | -37.2% | -36.1% |
| YTD | +99.4% | -1.6% | +101.0% | +107.8% |
| 1Y | +26.6% | -0.9% | +27.5% | +30.0% |
| 3Y | +1,616.9% | +20.0% | +1,597.0% | +1,110.3% |
| 5Y | +441.4% | +3.1% | +438.2% | +390.0% |
| All | +593.0% | +28.7% | +564.3% | +906.8% |
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