+30.6%
VCIT vs BB
+33.0%
-2.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | 0.0% |
| 7D | +0.7% | +15.0% | -14.2% | +0.5% |
| 30D | +1.8% | +3.5% | -1.7% | +1.7% |
| 3M | -1.6% | +2.7% | -4.2% | -1.7% |
| 6M | -2.1% | +44.7% | -46.8% | -2.8% |
| YTD | -1.6% | +143.3% | -144.8% | -3.1% |
| 1Y | -0.8% | +102.2% | -103.0% | -2.1% |
| 3Y | +19.9% | +156.1% | -136.2% | +17.3% |
| 5Y | +3.3% | -17.6% | +20.9% | +1.7% |
| 10Y | +30.6% | +29.0% | +1.7% | +25.5% |
| All | +30.6% | +33.0% | -2.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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