+3.8%
VCIT vs ECL
+40.6%
-36.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | -1.1% | +7.8% | -9.0% | -1.8% |
| 6M | -1.7% | +21.3% | -23.0% | -3.5% |
| YTD | -1.1% | +17.8% | -18.9% | -2.8% |
| 1Y | -0.4% | +21.1% | -21.4% | -2.3% |
| 3Y | +20.5% | +80.1% | -59.6% | +13.1% |
| 5Y | +3.8% | +40.5% | -36.7% | -4.4% |
| All | +3.8% | +40.6% | -36.9% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling