+30.6%
VCIT vs BN
+289.4%
-258.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.8% | -0.2% |
| 7D | +0.7% | +3.6% | -2.9% | +0.5% |
| 30D | +1.8% | +15.9% | -14.1% | +0.8% |
| 3M | -1.6% | -2.3% | +0.8% | -1.5% |
| 6M | -2.1% | -8.4% | +6.3% | -1.7% |
| YTD | -1.6% | -5.9% | +4.3% | -1.4% |
| 1Y | -0.8% | -5.6% | +4.8% | -0.7% |
| 3Y | +19.9% | +104.2% | -84.3% | +13.8% |
| 5Y | +3.3% | +35.5% | -32.2% | -0.7% |
| 10Y | +30.6% | +285.2% | -254.6% | +22.1% |
| All | +30.6% | +289.4% | -258.7% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling