+31.2%
VCIT vs BRO
+297.2%
-266.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.2% |
| 7D | -1.4% | -0.3% | -1.2% | -1.4% |
| 30D | +0.6% | +11.3% | -10.7% | +0.1% |
| 3M | -2.2% | +0.7% | -2.9% | -2.3% |
| 6M | -2.3% | +32.9% | -35.2% | -3.6% |
| YTD | -2.2% | -8.8% | +6.6% | -1.9% |
| 1Y | -1.4% | -9.2% | +7.9% | -1.1% |
| 3Y | +18.7% | +0.1% | +18.7% | +18.1% |
| 5Y | +3.6% | +15.6% | -12.0% | +1.9% |
| All | +31.2% | +297.2% | -266.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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