+96.1%
VCIT vs BB
-85.6%
+181.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.2% |
| 7D | +0.1% | +3.8% | -3.7% | +0.1% |
| 30D | +1.9% | -0.3% | +2.3% | +1.9% |
| 3M | -1.4% | -0.5% | -1.0% | -1.5% |
| 6M | -2.1% | +45.9% | -48.0% | -2.5% |
| YTD | -1.6% | +130.6% | -132.2% | -2.4% |
| 1Y | -0.9% | +89.2% | -90.1% | -1.5% |
| 3Y | +20.0% | +137.5% | -117.5% | +18.7% |
| 5Y | +3.1% | -20.9% | +24.0% | +2.2% |
| 10Y | +28.7% | +25.4% | +3.3% | +27.2% |
| All | +96.1% | -85.6% | +181.7% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling