+315.2%
BNY vs VCIT
+31.2%
+283.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.4% |
| 7D | +3.6% | -1.4% | +5.0% | +4.3% |
| 30D | +8.8% | +0.8% | +8.0% | +8.4% |
| 3M | -5.8% | -1.7% | -4.1% | -5.0% |
| 6M | +15.5% | -2.1% | +17.5% | +16.6% |
| YTD | +33.9% | -2.0% | +36.0% | +35.2% |
| 1Y | +38.0% | -1.5% | +39.5% | +39.0% |
| 3Y | +258.2% | +19.0% | +239.2% | +231.3% |
| 5Y | +191.1% | +3.8% | +187.3% | +169.6% |
| All | +315.2% | +31.2% | +283.9% | +391.4% |
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 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