+3.1%
VCIT vs BTDR
+26.7%
-23.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.1% |
| 7D | +0.1% | +22.4% | -22.3% | 0.0% |
| 30D | -0.8% | +16.5% | -17.2% | -0.9% |
| 3M | -0.5% | -31.5% | +30.9% | -0.4% |
| 6M | -1.4% | +74.0% | -75.4% | -1.7% |
| YTD | -0.8% | +13.0% | -13.8% | -1.0% |
| 1Y | +0.3% | -0.2% | +0.5% | +0.1% |
| 3Y | +19.2% | +9.9% | +9.3% | +17.9% |
| 5Y | +3.6% | +28.1% | -24.5% | +2.1% |
| All | +3.1% | +26.7% | -23.6% | +1.6% |
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