+77.4%
VCIT vs BAH
+886.2%
-808.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | -0.3% |
| 30D | -0.8% | +2.0% | -2.8% | -0.8% |
| 3M | -1.0% | -7.6% | +6.6% | -0.9% |
| 6M | -1.8% | -5.7% | +3.8% | -1.8% |
| YTD | -0.7% | -11.7% | +11.0% | -0.6% |
| 1Y | +1.0% | -27.4% | +28.3% | +1.4% |
| 3Y | +18.8% | -32.5% | +51.4% | +19.2% |
| 5Y | +3.5% | -3.3% | +6.8% | +3.1% |
| 10Y | +29.2% | +186.0% | -156.8% | +28.7% |
| All | +77.4% | +886.2% | -808.8% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling