+30.9%
VCIT vs BBWI
-45.0%
+75.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.5% | -7.7% | +7.2% | -0.4% |
| 30D | +1.0% | +24.8% | -23.7% | +0.6% |
| 3M | -1.4% | +16.2% | -17.6% | -1.7% |
| 6M | -2.1% | +15.8% | -17.9% | -2.5% |
| YTD | -1.8% | +11.4% | -13.2% | -2.2% |
| 1Y | -1.4% | +3.2% | -4.6% | -1.7% |
| 3Y | +19.3% | -23.5% | +42.8% | +19.0% |
| 5Y | +4.1% | -67.4% | +71.6% | +4.5% |
| 10Y | +30.9% | -46.0% | +76.9% | +26.9% |
| All | +30.9% | -45.0% | +75.9% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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