+707.7%
BE vs VCIT
+28.2%
+679.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.1% |
| 7D | +20.5% | -1.4% | +21.9% | +24.3% |
| 30D | -23.4% | +0.8% | -24.2% | -24.9% |
| 3M | -14.9% | -1.7% | -13.1% | -11.6% |
| 6M | -28.1% | -2.1% | -26.0% | -24.3% |
| YTD | +132.4% | -2.0% | +134.4% | +144.5% |
| 1Y | +59.4% | -1.5% | +60.8% | +65.8% |
| 3Y | +1,815.8% | +19.0% | +1,796.9% | +1,276.5% |
| 5Y | +491.3% | +3.8% | +487.5% | +432.5% |
| All | +707.7% | +28.2% | +679.5% | +1,084.2% |
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