+30.6%
VCIT vs BWA
+101.5%
-70.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | +1.8% | -16.1% | +17.9% | +2.3% |
| 3M | -1.6% | -24.6% | +23.1% | -0.8% |
| 6M | -2.1% | -15.7% | +13.6% | -1.7% |
| YTD | -1.6% | +15.1% | -16.6% | -2.2% |
| 1Y | -0.8% | +15.9% | -16.7% | -1.5% |
| 3Y | +19.9% | +67.1% | -47.1% | +17.6% |
| 5Y | +3.3% | +34.7% | -31.4% | +1.4% |
| 10Y | +30.6% | +99.5% | -68.9% | +24.9% |
| All | +30.6% | +101.5% | -70.8% | +24.9% |
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