+30.6%
VCIT vs BAH
+218.8%
-188.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | +1.8% | +17.3% | -15.5% | +1.4% |
| 3M | -1.6% | +14.9% | -16.4% | -1.9% |
| 6M | -2.1% | +14.2% | -16.3% | -2.5% |
| YTD | -1.6% | +5.1% | -6.7% | -1.9% |
| 1Y | -0.8% | +2.1% | -2.9% | -1.0% |
| 3Y | +19.9% | -26.0% | +45.9% | +20.2% |
| 5Y | +3.3% | +9.0% | -5.6% | +2.0% |
| 10Y | +30.6% | +208.8% | -178.2% | +28.2% |
| All | +30.6% | +218.8% | -188.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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