+30.6%
VCIT vs BWA
+95.2%
-64.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.6% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | +1.1% | -17.7% | +18.8% | +1.7% |
| 3M | -1.4% | -27.0% | +25.6% | -0.5% |
| 6M | -2.3% | -17.3% | +15.0% | -1.9% |
| YTD | -1.8% | +12.9% | -14.7% | -2.4% |
| 1Y | -1.0% | +12.9% | -13.9% | -1.6% |
| 3Y | +19.3% | +62.1% | -42.8% | +17.0% |
| 5Y | +3.8% | +30.7% | -26.9% | +1.9% |
| 10Y | +30.6% | +89.2% | -58.6% | +24.8% |
| All | +30.6% | +95.2% | -64.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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