+13.1%
VCIT vs BTSG
+421.3%
-408.2%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.1% |
| 7D | +0.1% | +5.7% | -5.7% | 0.0% |
| 30D | -0.8% | +0.2% | -1.0% | -0.8% |
| 3M | -0.5% | +5.6% | -6.2% | -0.7% |
| 6M | -1.4% | +50.8% | -52.2% | -2.2% |
| YTD | -0.8% | +67.0% | -67.8% | -1.8% |
| 1Y | +0.3% | +145.5% | -145.2% | -1.3% |
| All | +13.1% | +421.3% | -408.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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