+29.3%
VCIT vs BG
+159.1%
-129.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.2% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | -0.8% | +15.0% | -15.8% | -1.1% |
| 3M | -0.5% | -0.7% | +0.1% | -0.5% |
| 6M | -1.4% | +7.5% | -8.9% | -1.6% |
| YTD | -0.8% | +41.6% | -42.4% | -1.7% |
| 1Y | +0.3% | +50.7% | -50.4% | -0.8% |
| 3Y | +19.2% | +20.3% | -1.1% | +18.4% |
| 5Y | +3.6% | +85.2% | -81.7% | +1.0% |
| 10Y | +29.3% | +160.6% | -131.4% | +21.4% |
| All | +29.3% | +159.1% | -129.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling