+130.2%
BP vs VCIT
+28.8%
+101.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -11.6% | +0.1% | -11.7% | -11.7% |
| 30D | 0.0% | +1.9% | -1.9% | -0.8% |
| 3M | +6.7% | -1.4% | +8.2% | +7.4% |
| 6M | +2.2% | -2.1% | +4.3% | +3.1% |
| YTD | +33.0% | -1.6% | +34.6% | +33.6% |
| 1Y | +30.7% | -0.9% | +31.6% | +30.8% |
| 3Y | +44.2% | +20.0% | +24.2% | +28.6% |
| 5Y | +105.1% | +3.1% | +102.0% | +106.5% |
| All | +130.2% | +28.8% | +101.4% | +112.2% |
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