+96.1%
VCIT vs BAX
+19.0%
+77.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.1% |
| 7D | +0.1% | +12.1% | -12.0% | -0.1% |
| 30D | +1.9% | +7.6% | -5.7% | +1.8% |
| 3M | -1.4% | -4.5% | +3.0% | -1.4% |
| 6M | -2.1% | +52.0% | -54.2% | -2.8% |
| YTD | -1.6% | +35.1% | -36.8% | -2.3% |
| 1Y | -0.9% | +43.7% | -44.6% | -1.6% |
| 3Y | +20.0% | -20.9% | +40.9% | +19.9% |
| 5Y | +3.1% | -63.5% | +66.7% | +3.3% |
| 10Y | +28.7% | -36.0% | +64.7% | +30.2% |
| All | +96.1% | +19.0% | +77.1% | +103.6% |
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 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