+98.0%
VCIT vs BRO
+854.1%
-756.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | -2.6% | +2.2% | -0.3% |
| 30D | -0.8% | +0.9% | -1.7% | -0.8% |
| 3M | -1.0% | +24.8% | -25.8% | -1.5% |
| 6M | -1.8% | -0.1% | -1.8% | -1.9% |
| YTD | -0.7% | -9.7% | +9.0% | -0.5% |
| 1Y | +1.0% | -24.5% | +25.5% | +1.5% |
| 3Y | +18.8% | -1.6% | +20.5% | +18.7% |
| 5Y | +3.5% | +25.6% | -22.1% | +2.9% |
| 10Y | +29.2% | +309.8% | -280.6% | +31.0% |
| All | +98.0% | +854.1% | -756.2% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling