+799.1%
BNY vs VCIT
+98.3%
+700.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -0.3% | +1.8% | +1.4% |
| 30D | +3.8% | -0.8% | +4.6% | +3.9% |
| 3M | +14.9% | -1.0% | +15.9% | +14.9% |
| 6M | +40.3% | -1.8% | +42.2% | +40.3% |
| YTD | +43.9% | -0.7% | +44.6% | +43.9% |
| 1Y | +59.0% | +1.0% | +58.0% | +59.0% |
| 3Y | +290.7% | +18.8% | +271.9% | +293.7% |
| 5Y | +250.4% | +3.5% | +246.9% | +226.0% |
| 10Y | +411.2% | +29.2% | +381.9% | +471.9% |
| All | +799.1% | +98.3% | +700.8% | +1,485.9% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling