+96.3%
VCIT vs BB
-86.2%
+182.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.3% |
| 7D | +0.5% | -8.9% | +9.4% | +0.5% |
| 30D | +2.1% | -12.6% | +14.7% | +2.2% |
| 3M | -1.6% | -4.1% | +2.5% | -1.6% |
| 6M | -1.6% | +49.5% | -51.0% | -2.0% |
| YTD | -1.5% | +120.8% | -122.4% | -2.2% |
| 1Y | -0.4% | +76.2% | -76.6% | -1.0% |
| 3Y | +19.6% | +123.8% | -104.2% | +18.3% |
| 5Y | +3.3% | -24.3% | +27.5% | +2.3% |
| 10Y | +28.9% | +20.1% | +8.8% | +27.4% |
| All | +96.3% | -86.2% | +182.5% | +90.8% |
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