+96.1%
VCIT vs BTG
+636.0%
-539.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | +0.1% | +17.4% | -17.3% | -0.2% |
| 30D | +1.9% | +8.0% | -6.1% | +1.7% |
| 3M | -1.4% | +32.5% | -34.0% | -2.1% |
| 6M | -2.1% | +21.6% | -23.7% | -2.7% |
| YTD | -1.6% | +21.2% | -22.9% | -2.4% |
| 1Y | -0.9% | +43.9% | -44.8% | -2.0% |
| 3Y | +20.0% | +78.6% | -58.6% | +17.6% |
| 5Y | +3.1% | +48.8% | -45.7% | +1.1% |
| 10Y | +28.7% | +136.8% | -108.1% | +24.4% |
| All | +96.1% | +636.0% | -539.9% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling