-20.9%
BITO vs VCIT
+3.8%
-24.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | -9.2% | -1.4% | -7.8% | -7.7% |
| 30D | -15.9% | +0.6% | -16.5% | -16.5% |
| 3M | +7.3% | -2.2% | +9.6% | +10.1% |
| 6M | -15.2% | -2.3% | -12.9% | -12.9% |
| YTD | -23.8% | -2.2% | -21.6% | -21.8% |
| 1Y | -32.2% | -1.4% | -30.8% | -31.0% |
| 3Y | +55.1% | +18.7% | +36.3% | +26.6% |
| 5Y | -16.7% | +3.6% | -20.3% | -31.9% |
| All | -20.9% | +3.8% | -24.7% | -35.3% |
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