+98.0%
VCIT vs BBY
+260.7%
-162.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.1% |
| 7D | -0.3% | +9.5% | -9.8% | -0.5% |
| 30D | -0.8% | +6.8% | -7.6% | -0.9% |
| 3M | -1.0% | +28.9% | -29.9% | -1.4% |
| 6M | -1.8% | +37.8% | -39.6% | -2.3% |
| YTD | -0.7% | +38.7% | -39.4% | -1.2% |
| 1Y | +1.0% | +23.7% | -22.7% | +0.6% |
| 3Y | +18.8% | +39.1% | -20.3% | +18.0% |
| 5Y | +3.5% | -0.4% | +3.9% | +2.7% |
| 10Y | +29.2% | +234.0% | -204.8% | +28.9% |
| All | +98.0% | +260.7% | -162.7% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling