+96.1%
VCIT vs ECL
+703.2%
-607.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +1.9% | +8.1% | -6.2% | +1.6% |
| 3M | -1.4% | +6.4% | -7.8% | -1.7% |
| 6M | -2.1% | +14.8% | -16.9% | -2.6% |
| YTD | -1.6% | +15.5% | -17.1% | -2.1% |
| 1Y | -0.9% | +20.1% | -21.0% | -1.5% |
| 3Y | +20.0% | +77.8% | -57.8% | +17.8% |
| 5Y | +3.1% | +37.9% | -34.7% | +1.1% |
| 10Y | +28.7% | +202.7% | -173.9% | +28.1% |
| All | +96.1% | +703.2% | -607.2% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling