+31.2%
VCIT vs EL
+63.1%
-31.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | 0.0% |
| 7D | +0.7% | +8.0% | -7.3% | +0.5% |
| 30D | +1.8% | +15.4% | -13.6% | +1.3% |
| 3M | -1.1% | +28.5% | -29.6% | -2.0% |
| 6M | -1.7% | +32.2% | -33.9% | -2.6% |
| YTD | -1.1% | +9.2% | -10.3% | -1.8% |
| 1Y | -0.4% | +30.8% | -31.2% | -1.6% |
| 3Y | +20.5% | +3.7% | +16.8% | +19.0% |
| 5Y | +3.8% | -64.8% | +68.5% | +6.1% |
| 10Y | +31.2% | +60.0% | -28.8% | +30.1% |
| All | +31.2% | +63.1% | -31.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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