+98.0%
VCIT vs BG
+178.9%
-81.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.3% | +2.8% | -3.1% | -0.4% |
| 30D | -0.8% | +12.0% | -12.8% | -0.9% |
| 3M | -1.0% | -7.7% | +6.7% | -0.9% |
| 6M | -1.8% | +4.5% | -6.3% | -1.9% |
| YTD | -0.7% | +35.7% | -36.4% | -1.1% |
| 1Y | +1.0% | +50.1% | -49.1% | +0.4% |
| 3Y | +18.8% | +12.6% | +6.2% | +18.5% |
| 5Y | +3.5% | +75.4% | -71.9% | +2.4% |
| 10Y | +29.2% | +150.5% | -121.2% | +26.0% |
| All | +98.0% | +178.9% | -81.0% | +94.7% |
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