+30.6%
VCIT vs BBY
+282.3%
-251.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | +0.1% | +10.9% | -10.8% | -0.2% |
| 30D | +1.1% | +19.6% | -18.5% | +0.5% |
| 3M | -1.4% | +27.6% | -29.0% | -2.2% |
| 6M | -2.3% | +79.4% | -81.8% | -4.2% |
| YTD | -1.8% | +61.7% | -63.5% | -3.5% |
| 1Y | -1.0% | +40.3% | -41.3% | -2.3% |
| 3Y | +19.3% | +87.9% | -68.6% | +16.1% |
| 5Y | +3.8% | +0.2% | +3.6% | +2.0% |
| 10Y | +30.6% | +274.5% | -243.9% | +27.3% |
| All | +30.6% | +282.3% | -251.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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