+98.0%
VCIT vs EL
+432.6%
-334.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -0.8% | +19.8% | -20.6% | -1.1% |
| 3M | -1.0% | +25.7% | -26.7% | -1.5% |
| 6M | -1.8% | +5.4% | -7.3% | -2.1% |
| YTD | -0.7% | +0.2% | -0.9% | -0.9% |
| 1Y | +1.0% | +20.4% | -19.5% | +0.4% |
| 3Y | +18.8% | -32.1% | +51.0% | +18.8% |
| 5Y | +3.5% | -67.2% | +70.7% | +4.1% |
| 10Y | +29.2% | +31.7% | -2.5% | +31.7% |
| All | +98.0% | +432.6% | -334.6% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling