+30.9%
VCIT vs BAX
-35.7%
+66.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +1.0% | +6.3% | -5.3% | +0.8% |
| 3M | -1.4% | -4.6% | +3.2% | -1.3% |
| 6M | -2.1% | +50.4% | -52.5% | -3.2% |
| YTD | -1.8% | +38.0% | -39.8% | -2.8% |
| 1Y | -1.4% | +44.6% | -46.0% | -2.6% |
| 3Y | +19.3% | -15.1% | +34.4% | +19.1% |
| 5Y | +4.1% | -63.3% | +67.4% | +5.2% |
| 10Y | +30.9% | -34.4% | +65.3% | +31.8% |
| All | +30.9% | -35.7% | +66.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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