+675.5%
BE vs VCIT
+29.3%
+646.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.9% | +11.8% |
| 7D | -1.2% | +0.7% | -1.9% | -2.9% |
| 30D | -30.9% | +1.8% | -32.7% | -33.8% |
| 3M | -11.6% | -1.1% | -10.5% | -9.5% |
| 6M | -25.7% | -1.7% | -24.1% | -22.7% |
| YTD | +123.1% | -1.1% | +124.3% | +130.1% |
| 1Y | +43.4% | -0.4% | +43.8% | +45.5% |
| 3Y | +1,683.6% | +20.5% | +1,663.2% | +1,147.9% |
| 5Y | +465.4% | +3.8% | +461.6% | +405.8% |
| All | +675.5% | +29.3% | +646.2% | +1,014.8% |
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