+98.0%
VCIT vs PBR
+57.2%
+40.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.3% | +8.6% | -8.9% | -0.4% |
| 30D | -0.8% | +12.8% | -13.6% | -0.9% |
| 3M | -1.0% | +14.7% | -15.7% | -1.1% |
| 6M | -1.8% | +25.2% | -27.0% | -2.1% |
| YTD | -0.7% | +77.1% | -77.8% | -1.3% |
| 1Y | +1.0% | +69.6% | -68.6% | +0.4% |
| 3Y | +18.8% | +95.6% | -76.7% | +18.0% |
| 5Y | +3.5% | +501.8% | -498.3% | +1.6% |
| 10Y | +29.2% | +640.6% | -611.3% | +26.1% |
| All | +98.0% | +57.2% | +40.8% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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