+2.4%
VCIT vs BRO
+17.6%
-15.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.0% | -8.6% | +7.5% | -0.7% |
| 30D | -1.3% | -6.9% | +5.6% | -1.1% |
| 3M | -1.6% | +10.5% | -12.0% | -2.0% |
| 6M | -2.3% | -2.8% | +0.5% | -2.2% |
| YTD | -1.7% | -16.1% | +14.4% | -1.0% |
| 1Y | -0.7% | -27.6% | +26.9% | +0.7% |
| 3Y | +18.1% | -7.3% | +25.4% | +17.5% |
| 5Y | +2.4% | +19.0% | -16.6% | 0.0% |
| All | +2.4% | +17.6% | -15.2% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling