-0.9%
VCIT vs ECL
+19.8%
-20.7%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.5% | -2.3% | +1.8% | -0.3% |
| 30D | +1.5% | +8.3% | -6.8% | +0.8% |
| 3M | -1.0% | +8.4% | -9.4% | -1.7% |
| 6M | -1.7% | +23.3% | -24.9% | -3.4% |
| YTD | -1.4% | +18.2% | -19.6% | -2.8% |
| 1Y | -0.9% | +18.8% | -19.7% | -2.4% |
| All | -0.9% | +19.8% | -20.7% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling