+97.1%
VCIT vs BBY
+329.1%
-232.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | 0.0% |
| 7D | +0.7% | +10.5% | -9.8% | +0.6% |
| 30D | +1.8% | +22.1% | -20.3% | +1.5% |
| 3M | -1.1% | +31.0% | -32.1% | -1.5% |
| 6M | -1.7% | +83.2% | -84.9% | -2.6% |
| YTD | -1.1% | +65.1% | -66.2% | -1.9% |
| 1Y | -0.4% | +41.6% | -42.0% | -1.0% |
| 3Y | +20.5% | +95.6% | -75.1% | +19.0% |
| 5Y | +3.8% | +1.0% | +2.8% | +2.8% |
| 10Y | +31.2% | +296.9% | -265.7% | +30.5% |
| All | +97.1% | +329.1% | -232.0% | +97.1% |
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