+30.6%
VCIT vs ECL
+196.4%
-165.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +1.1% | +8.6% | -7.5% | +0.6% |
| 3M | -1.4% | +7.9% | -9.2% | -1.8% |
| 6M | -2.3% | +21.0% | -23.3% | -3.5% |
| YTD | -1.8% | +17.5% | -19.3% | -2.8% |
| 1Y | -1.0% | +19.7% | -20.7% | -2.1% |
| 3Y | +19.3% | +77.4% | -58.2% | +15.2% |
| 5Y | +3.8% | +38.7% | -34.9% | +0.3% |
| 10Y | +30.6% | +193.5% | -162.9% | +26.3% |
| All | +30.6% | +196.4% | -165.9% | +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