+29.3%
VCIT vs BR
+183.7%
-154.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +0.1% | -5.9% | +6.0% | +0.4% |
| 30D | -0.8% | +1.9% | -2.7% | -0.9% |
| 3M | -0.5% | +14.7% | -15.2% | -1.3% |
| 6M | -1.4% | -12.8% | +11.4% | -0.8% |
| YTD | -0.8% | -23.0% | +22.3% | +0.4% |
| 1Y | +0.3% | -31.7% | +32.0% | +2.2% |
| 3Y | +19.2% | -4.8% | +24.0% | +19.1% |
| 5Y | +3.6% | +7.8% | -4.3% | +2.4% |
| 10Y | +29.3% | +184.1% | -154.8% | +24.8% |
| All | +29.3% | +183.7% | -154.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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