+29.8%
VCIT vs BDX
+56.2%
-26.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -0.2% | -3.6% | +3.4% | -0.1% |
| 30D | -0.5% | +0.7% | -1.2% | -0.6% |
| 3M | -0.9% | +19.0% | -19.9% | -1.6% |
| 6M | -1.9% | +10.8% | -12.7% | -2.4% |
| YTD | -1.0% | +20.1% | -21.1% | -1.7% |
| 1Y | +0.2% | +23.1% | -22.8% | -0.6% |
| 3Y | +19.0% | -8.8% | +27.8% | +18.9% |
| 5Y | +3.1% | -1.4% | +4.5% | +2.6% |
| 10Y | +29.8% | +60.5% | -30.8% | +27.7% |
| All | +29.8% | +56.2% | -26.4% | +27.7% |
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