+95.3%
VCIT vs BRO
+844.9%
-749.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -1.4% | -5.1% | +3.8% | -1.3% |
| 30D | +0.8% | +10.4% | -9.6% | +0.6% |
| 3M | -1.7% | -0.5% | -1.3% | -1.8% |
| 6M | -2.1% | +27.1% | -29.2% | -2.6% |
| YTD | -2.0% | -10.6% | +8.6% | -1.9% |
| 1Y | -1.5% | -11.1% | +9.7% | -1.3% |
| 3Y | +19.0% | -1.0% | +19.9% | +18.8% |
| 5Y | +3.8% | +13.4% | -9.7% | +3.2% |
| 10Y | +30.6% | +292.5% | -261.9% | +32.3% |
| All | +95.3% | +844.9% | -749.6% | +103.6% |
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