+31.2%
VCIT vs BR
+266.7%
-235.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | +0.7% | +4.4% | -3.7% | +0.5% |
| 30D | +1.8% | +16.3% | -14.5% | +1.1% |
| 3M | -1.1% | +16.2% | -17.4% | -1.9% |
| 6M | -1.7% | +30.3% | -32.0% | -3.0% |
| YTD | -1.1% | -12.2% | +11.1% | -0.6% |
| 1Y | -0.4% | -11.3% | +10.9% | +0.1% |
| 3Y | +20.5% | +15.2% | +5.2% | +19.3% |
| 5Y | +3.8% | +18.0% | -14.3% | +2.0% |
| 10Y | +31.2% | +268.7% | -237.5% | +26.9% |
| All | +31.2% | +266.7% | -235.5% | +26.9% |
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