+2.5%
VCIT vs BTDR
-29.7%
+32.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.7% | 0.0% |
| 7D | -0.5% | +7.7% | -8.1% | -0.5% |
| 30D | +1.5% | -24.1% | +25.5% | +1.6% |
| 3M | -1.0% | -19.1% | +18.1% | -0.9% |
| 6M | -1.7% | -46.6% | +45.0% | -1.5% |
| YTD | -1.4% | -37.3% | +35.9% | -1.3% |
| 1Y | -0.9% | -53.2% | +52.3% | -0.8% |
| 3Y | +19.8% | +77.1% | -57.3% | +19.2% |
| 5Y | +4.6% | -29.7% | +34.3% | +3.4% |
| All | +2.5% | -29.7% | +32.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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