+641.7%
BE vs VCIT
+28.5%
+613.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -2.9% |
| 7D | -13.4% | +0.1% | -13.5% | -13.7% |
| 30D | -33.9% | +1.1% | -35.0% | -35.7% |
| 3M | -12.0% | -1.4% | -10.6% | -9.4% |
| 6M | -29.0% | -2.3% | -26.6% | -24.9% |
| YTD | +113.4% | -1.8% | +115.2% | +123.4% |
| 1Y | +33.2% | -1.0% | +34.2% | +37.1% |
| 3Y | +1,659.2% | +19.3% | +1,640.0% | +1,157.6% |
| 5Y | +461.4% | +3.8% | +457.6% | +404.4% |
| All | +641.7% | +28.5% | +613.2% | +981.9% |
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