+96.1%
VCIT vs BR
+1,109.0%
-1,012.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | +6.5% | -6.4% | -0.1% |
| 30D | +1.9% | +18.9% | -17.0% | +1.5% |
| 3M | -1.4% | +16.3% | -17.7% | -1.8% |
| 6M | -2.1% | +26.2% | -28.3% | -2.8% |
| YTD | -1.6% | -13.1% | +11.5% | -1.4% |
| 1Y | -0.9% | -10.5% | +9.5% | -0.7% |
| 3Y | +20.0% | +13.3% | +6.6% | +19.5% |
| 5Y | +3.1% | +19.9% | -16.8% | +2.3% |
| 10Y | +28.7% | +254.2% | -225.5% | +29.6% |
| All | +96.1% | +1,109.0% | -1,012.9% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling