+96.1%
VCIT vs BDX
+399.8%
-303.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.1% | +7.1% | -7.0% | -0.1% |
| 30D | +1.9% | +17.6% | -15.7% | +1.5% |
| 3M | -1.4% | +20.4% | -21.8% | -1.9% |
| 6M | -2.1% | +48.3% | -50.4% | -3.0% |
| YTD | -1.6% | +41.6% | -43.2% | -2.4% |
| 1Y | -0.9% | +55.7% | -56.6% | -1.9% |
| 3Y | +20.0% | +10.6% | +9.3% | +19.3% |
| 5Y | +3.1% | +24.0% | -20.9% | +2.5% |
| 10Y | +28.7% | +84.8% | -56.1% | +29.0% |
| All | +96.1% | +399.8% | -303.7% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling