+29.3%
VCIT vs BB
+3.3%
+26.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.1% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -0.8% | -12.4% | +11.6% | -0.6% |
| 3M | -0.5% | -15.3% | +14.8% | -0.4% |
| 6M | -1.4% | +128.8% | -130.2% | -2.8% |
| YTD | -0.8% | +107.7% | -108.4% | -2.1% |
| 1Y | +0.3% | +103.9% | -103.6% | -1.0% |
| 3Y | +19.2% | +72.6% | -53.4% | +17.3% |
| 5Y | +3.6% | -24.3% | +27.8% | +2.2% |
| 10Y | +29.3% | +3.1% | +26.1% | +24.4% |
| All | +29.3% | +3.3% | +26.0% | +24.4% |
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