+3.8%
VCIT vs ECL
+37.9%
-34.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.8% | +6.6% | -5.8% | +0.2% |
| 3M | -1.7% | +9.6% | -11.4% | -2.6% |
| 6M | -2.1% | +21.6% | -23.7% | -3.9% |
| YTD | -2.0% | +16.9% | -18.9% | -3.6% |
| 1Y | -1.5% | +17.9% | -19.3% | -3.1% |
| 3Y | +19.0% | +76.5% | -57.5% | +11.9% |
| 5Y | +3.8% | +36.6% | -32.9% | -4.4% |
| All | +3.8% | +37.9% | -34.1% | -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