+96.1%
VCIT vs BBWI
+253.8%
-157.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | -0.1% |
| 7D | +0.1% | -6.2% | +6.3% | +0.2% |
| 30D | +1.9% | +19.9% | -18.0% | +1.7% |
| 3M | -1.4% | +7.1% | -8.6% | -1.6% |
| 6M | -2.1% | +13.7% | -15.8% | -2.4% |
| YTD | -1.6% | +9.6% | -11.2% | -1.9% |
| 1Y | -0.9% | -1.6% | +0.7% | -1.1% |
| 3Y | +20.0% | -25.9% | +45.8% | +19.8% |
| 5Y | +3.1% | -67.8% | +70.9% | +3.3% |
| 10Y | +28.7% | -43.5% | +72.2% | +26.5% |
| All | +96.1% | +253.8% | -157.7% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling