+28.9%
VCIT vs ECL
+199.1%
-170.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +1.9% | +8.1% | -6.2% | +1.4% |
| 3M | -1.4% | +6.4% | -7.8% | -1.8% |
| 6M | -2.1% | +14.8% | -16.9% | -3.0% |
| YTD | -1.6% | +15.5% | -17.1% | -2.5% |
| 1Y | -0.9% | +20.1% | -21.0% | -2.1% |
| 3Y | +20.0% | +77.8% | -57.8% | +15.9% |
| 5Y | +3.1% | +37.9% | -34.7% | -0.2% |
| All | +28.9% | +199.1% | -170.2% | +25.7% |
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