+911.5%
BE vs VCIT
+29.9%
+881.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | -0.3% | +20.3% | +20.9% |
| 30D | +7.9% | -0.8% | +8.7% | +9.8% |
| 3M | -13.2% | -1.0% | -12.2% | -10.9% |
| 6M | +53.5% | -1.8% | +55.3% | +61.3% |
| YTD | +191.0% | -0.7% | +191.7% | +197.8% |
| 1Y | +360.5% | +1.0% | +359.5% | +354.8% |
| 3Y | +1,568.0% | +18.8% | +1,549.2% | +1,096.9% |
| 5Y | +1,055.2% | +3.5% | +1,051.7% | +935.3% |
| All | +911.5% | +29.9% | +881.6% | +1,342.4% |
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