+30.6%
VCIT vs ECL
+205.6%
-175.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.1% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | +1.8% | +8.8% | -7.0% | +1.3% |
| 3M | -1.6% | +7.8% | -9.4% | -2.0% |
| 6M | -2.1% | +21.3% | -23.4% | -3.2% |
| YTD | -1.6% | +17.8% | -19.4% | -2.6% |
| 1Y | -0.8% | +21.1% | -21.9% | -2.0% |
| 3Y | +19.9% | +80.1% | -60.1% | +15.7% |
| 5Y | +3.3% | +40.5% | -37.2% | -0.2% |
| 10Y | +30.6% | +197.7% | -167.1% | +26.3% |
| All | +30.6% | +205.6% | -175.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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