+31.2%
VCIT vs BN
+289.4%
-258.1%
-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 | -1.1% | -2.3% | +1.2% | -1.0% |
| 6M | -1.7% | -8.4% | +6.8% | -1.2% |
| YTD | -1.1% | -5.9% | +4.7% | -1.0% |
| 1Y | -0.4% | -5.6% | +5.2% | -0.3% |
| 3Y | +20.5% | +104.2% | -83.8% | +14.3% |
| 5Y | +3.8% | +35.5% | -31.7% | -0.2% |
| 10Y | +31.2% | +285.2% | -254.0% | +22.6% |
| All | +31.2% | +289.4% | -258.1% | +22.6% |
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