+31.2%
VCIT vs BTG
+148.3%
-117.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.1% |
| 7D | +0.7% | +19.1% | -18.3% | +0.1% |
| 30D | +1.8% | +8.2% | -6.4% | +1.4% |
| 3M | -1.1% | +13.3% | -14.5% | -1.7% |
| 6M | -1.7% | +8.1% | -9.8% | -2.2% |
| YTD | -1.1% | +27.5% | -28.7% | -2.6% |
| 1Y | -0.4% | +47.1% | -47.5% | -2.5% |
| 3Y | +20.5% | +105.8% | -85.3% | +15.3% |
| 5Y | +3.8% | +55.8% | -52.0% | -0.2% |
| 10Y | +31.2% | +161.8% | -130.6% | +21.7% |
| All | +31.2% | +148.3% | -117.0% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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