+3.8%
VCIT vs BAX
-62.5%
+66.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.1% | +3.6% | -3.5% | 0.0% |
| 30D | +1.1% | +8.5% | -7.4% | +0.8% |
| 3M | -1.4% | -4.9% | +3.5% | -1.2% |
| 6M | -2.3% | +47.0% | -49.3% | -3.8% |
| YTD | -1.8% | +38.4% | -40.2% | -3.3% |
| 1Y | -1.0% | +49.1% | -50.1% | -2.8% |
| 3Y | +19.3% | -14.9% | +34.1% | +19.0% |
| 5Y | +3.8% | -63.1% | +66.9% | +6.6% |
| All | +3.8% | -62.5% | +66.3% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling