+122.1%
BP vs VCIT
+29.2%
+92.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | -0.3% | +4.3% | +4.1% |
| 30D | +7.6% | -0.8% | +8.4% | +8.0% |
| 3M | +0.7% | -1.0% | +1.7% | +1.1% |
| 6M | +15.5% | -1.8% | +17.3% | +16.4% |
| YTD | +30.8% | -0.7% | +31.5% | +31.0% |
| 1Y | +34.3% | +1.0% | +33.3% | +33.1% |
| 3Y | +35.1% | +18.8% | +16.2% | +21.3% |
| 5Y | +126.8% | +3.5% | +123.4% | +128.9% |
| All | +122.1% | +29.2% | +92.9% | +109.3% |
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