+30.6%
VCIT vs BTI
+125.1%
-94.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +1.1% | +9.6% | -8.5% | +0.8% |
| 3M | -1.4% | +8.3% | -9.7% | -1.7% |
| 6M | -2.3% | +7.5% | -9.8% | -2.7% |
| YTD | -1.8% | +12.3% | -14.1% | -2.3% |
| 1Y | -1.0% | +16.2% | -17.2% | -1.7% |
| 3Y | +19.3% | +148.0% | -128.7% | +15.0% |
| 5Y | +3.8% | +153.2% | -149.5% | -0.1% |
| 10Y | +30.6% | +128.2% | -97.7% | +24.1% |
| All | +30.6% | +125.1% | -94.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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