+83.7%
BSX vs VCIT
+29.0%
+54.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.8% |
| 7D | -6.4% | +0.1% | -6.5% | -6.5% |
| 30D | -8.8% | -0.8% | -8.0% | -8.3% |
| 3M | -7.6% | -0.5% | -7.1% | -7.3% |
| 6M | -37.0% | -1.4% | -35.6% | -36.3% |
| YTD | -52.8% | -0.8% | -52.0% | -52.6% |
| 1Y | -58.4% | +0.3% | -58.7% | -58.5% |
| 3Y | -16.5% | +19.2% | -35.7% | -26.3% |
| 5Y | -1.2% | +3.6% | -4.7% | -4.5% |
| 10Y | +83.7% | +29.3% | +54.5% | +74.6% |
| All | +83.7% | +29.0% | +54.8% | +74.6% |
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 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