+96.3%
VCIT vs BWA
+314.5%
-218.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.3% |
| 7D | +0.5% | -10.8% | +11.3% | +0.6% |
| 30D | +2.1% | -25.0% | +27.1% | +2.4% |
| 3M | -1.6% | -28.6% | +27.1% | -1.2% |
| 6M | -1.6% | -16.6% | +15.0% | -1.4% |
| YTD | -1.5% | +6.3% | -7.8% | -1.6% |
| 1Y | -0.4% | +7.2% | -7.6% | -0.5% |
| 3Y | +19.6% | +48.2% | -28.6% | +18.9% |
| 5Y | +3.3% | +23.4% | -20.2% | +2.6% |
| 10Y | +28.9% | +84.0% | -55.1% | +27.7% |
| All | +96.3% | +314.5% | -218.2% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling