+30.9%
VCIT vs ECL
+196.0%
-165.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | +1.0% | +8.3% | -7.3% | +0.5% |
| 3M | -1.4% | +8.4% | -9.8% | -1.9% |
| 6M | -2.1% | +23.3% | -25.4% | -3.3% |
| YTD | -1.8% | +18.2% | -20.0% | -2.8% |
| 1Y | -1.4% | +18.8% | -20.1% | -2.5% |
| 3Y | +19.3% | +78.5% | -59.2% | +15.1% |
| 5Y | +4.1% | +40.1% | -35.9% | +0.6% |
| 10Y | +30.9% | +196.5% | -165.5% | +26.7% |
| All | +30.9% | +196.0% | -165.1% | +26.7% |
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