+30.6%
VCIT vs BDX
+84.6%
-54.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | +0.7% | +8.4% | -7.7% | +0.4% |
| 30D | +1.8% | +17.1% | -15.3% | +1.2% |
| 3M | -1.6% | +22.4% | -24.0% | -2.3% |
| 6M | -2.1% | +45.9% | -48.0% | -3.5% |
| YTD | -1.6% | +43.8% | -45.4% | -3.0% |
| 1Y | -0.8% | +57.8% | -58.6% | -2.6% |
| 3Y | +19.9% | +25.4% | -5.4% | +18.5% |
| 5Y | +3.3% | +26.0% | -22.7% | +2.1% |
| 10Y | +30.6% | +88.0% | -57.3% | +28.7% |
| All | +30.6% | +84.6% | -54.0% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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