+80.7%
BP vs VCIT
+98.3%
-17.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | -0.3% | +4.3% | +4.0% |
| 30D | +7.6% | -0.8% | +8.4% | +7.8% |
| 3M | +0.7% | -1.0% | +1.7% | +0.9% |
| 6M | +15.5% | -1.8% | +17.3% | +15.9% |
| YTD | +30.8% | -0.7% | +31.5% | +30.9% |
| 1Y | +34.3% | +1.0% | +33.3% | +33.7% |
| 3Y | +35.1% | +18.8% | +16.2% | +28.4% |
| 5Y | +126.8% | +3.5% | +123.4% | +123.8% |
| 10Y | +123.4% | +29.2% | +94.1% | +116.7% |
| All | +80.7% | +98.3% | -17.6% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling