+3.5%
VCIT vs BG
+21.4%
-17.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +1.9% | -6.1% | +8.0% | +1.9% |
| 3M | -1.4% | -8.5% | +7.1% | -1.4% |
| 6M | -2.1% | -20.4% | +18.3% | -2.1% |
| YTD | -1.6% | +13.3% | -14.9% | -1.8% |
| 1Y | -0.9% | +7.3% | -8.2% | -1.0% |
| 3Y | +20.0% | +2.6% | +17.4% | +19.5% |
| All | +3.5% | +21.4% | -17.9% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling