+140.1%
BP vs VCIT
+31.2%
+108.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +2.5% | -1.4% | +3.9% | +3.1% |
| 30D | -5.6% | +0.8% | -6.4% | -6.0% |
| 3M | +8.0% | -1.7% | +9.8% | +8.8% |
| 6M | +5.7% | -2.1% | +7.7% | +6.5% |
| YTD | +36.8% | -2.0% | +38.9% | +37.7% |
| 1Y | +30.7% | -1.5% | +32.2% | +31.1% |
| 3Y | +51.6% | +19.0% | +32.6% | +35.7% |
| 5Y | +112.2% | +3.8% | +108.5% | +111.7% |
| All | +140.1% | +31.2% | +108.8% | +124.0% |
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