-14.3%
BITO vs VCIT
+4.3%
-18.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -7.0% | -0.5% | -6.5% | -6.5% |
| 30D | -10.3% | +1.0% | -11.3% | -11.4% |
| 3M | +16.0% | -1.4% | +17.4% | +17.9% |
| 6M | -10.8% | -2.1% | -8.7% | -8.6% |
| YTD | -17.5% | -1.8% | -15.7% | -15.8% |
| 1Y | -30.1% | -1.4% | -28.7% | -28.9% |
| 3Y | +65.1% | +19.3% | +45.9% | +34.1% |
| 5Y | -10.9% | +4.1% | -15.0% | -27.6% |
| All | -14.3% | +4.3% | -18.6% | -30.3% |
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