+51.3%
VCIT vs ALLE
+260.9%
-209.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | -6.8% | +6.0% | -0.5% |
| 3M | -1.0% | +21.0% | -22.0% | -1.9% |
| 6M | -1.8% | +1.1% | -2.9% | -2.0% |
| YTD | -0.7% | -0.5% | -0.2% | -0.8% |
| 1Y | +1.0% | -7.3% | +8.2% | +1.2% |
| 3Y | +18.8% | +42.3% | -23.4% | +16.6% |
| 5Y | +3.5% | +13.5% | -10.0% | +1.5% |
| 10Y | +29.2% | +144.0% | -114.8% | +26.5% |
| All | +51.3% | +260.9% | -209.6% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling