+50.1%
VCIT vs ALLE
+331.3%
-281.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | +0.5% | 0.0% | +0.4% | +0.4% |
| 30D | +2.1% | +20.6% | -18.5% | +1.2% |
| 3M | -1.6% | +11.4% | -13.0% | -2.1% |
| 6M | -1.6% | +42.5% | -44.1% | -3.3% |
| YTD | -1.5% | +18.9% | -20.4% | -2.5% |
| 1Y | -0.4% | +14.2% | -14.5% | -1.2% |
| 3Y | +19.6% | +90.7% | -71.1% | +15.8% |
| 5Y | +3.3% | +52.5% | -49.2% | +0.2% |
| 10Y | +28.9% | +231.2% | -202.3% | +25.3% |
| All | +50.1% | +331.3% | -281.3% | +45.9% |
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