+96.1%
VCIT vs BG
+132.9%
-36.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -1.4% | -8.5% | +7.1% | -1.4% |
| 6M | -2.1% | -20.4% | +18.3% | -1.9% |
| YTD | -1.6% | +13.3% | -14.9% | -1.9% |
| 1Y | -0.9% | +7.3% | -8.2% | -1.1% |
| 3Y | +20.0% | +2.6% | +17.4% | +19.7% |
| 5Y | +3.1% | +22.0% | -18.8% | +2.5% |
| 10Y | +28.7% | +91.8% | -63.0% | +25.6% |
| All | +96.1% | +132.9% | -36.8% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling