+98.0%
VCIT vs BAX
+19.2%
+78.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.3% | -1.1% | +0.8% | -0.3% |
| 30D | -0.8% | -5.5% | +4.7% | -0.7% |
| 3M | -1.0% | +33.5% | -34.5% | -1.5% |
| 6M | -1.8% | +35.9% | -37.7% | -2.4% |
| YTD | -0.7% | +35.4% | -36.1% | -1.3% |
| 1Y | +1.0% | +9.8% | -8.8% | +0.6% |
| 3Y | +18.8% | -32.7% | +51.6% | +18.9% |
| 5Y | +3.5% | -65.6% | +69.0% | +3.7% |
| 10Y | +29.2% | -34.9% | +64.1% | +30.7% |
| All | +98.0% | +19.2% | +78.8% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling