+96.3%
VCIT vs BAX
+18.4%
+78.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | +0.5% | +9.1% | -8.7% | +0.3% |
| 30D | +2.1% | +5.3% | -3.2% | +2.0% |
| 3M | -1.6% | -6.1% | +4.5% | -1.5% |
| 6M | -1.6% | +53.3% | -54.9% | -2.3% |
| YTD | -1.5% | +34.4% | -35.9% | -2.1% |
| 1Y | -0.4% | +43.2% | -43.6% | -1.1% |
| 3Y | +19.6% | -20.1% | +39.7% | +19.5% |
| 5Y | +3.3% | -63.7% | +67.0% | +3.5% |
| 10Y | +28.9% | -36.3% | +65.2% | +30.3% |
| All | +96.3% | +18.4% | +78.0% | +103.8% |
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 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