+28.9%
VCIT vs ALLE
+222.4%
-193.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +1.9% | +25.3% | -23.4% | +0.6% |
| 3M | -1.4% | +10.3% | -11.7% | -2.1% |
| 6M | -2.1% | +38.0% | -40.2% | -4.1% |
| YTD | -1.6% | +17.8% | -19.4% | -2.8% |
| 1Y | -0.9% | +13.6% | -14.5% | -1.9% |
| 3Y | +20.0% | +89.2% | -69.2% | +15.1% |
| 5Y | +3.1% | +51.1% | -47.9% | -0.7% |
| All | +28.9% | +222.4% | -193.5% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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