-9.4%
BITO vs VCIT
+5.1%
-14.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +1.1% | -0.2% | +1.2% | +1.3% |
| 30D | +21.8% | -0.5% | +22.3% | +22.5% |
| 3M | +25.0% | -0.9% | +25.9% | +26.4% |
| 6M | +11.3% | -1.9% | +13.3% | +13.9% |
| YTD | -12.7% | -1.0% | -11.7% | -11.7% |
| 1Y | -32.3% | +0.2% | -32.5% | -32.4% |
| 3Y | +150.3% | +19.0% | +131.3% | +104.4% |
| All | -9.4% | +5.1% | -14.5% | -27.0% |
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