+96.3%
VCIT vs EL
+452.0%
-355.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.3% |
| 7D | +0.5% | -1.1% | +1.5% | +0.5% |
| 30D | +2.1% | +15.3% | -13.2% | +1.8% |
| 3M | -1.6% | +24.2% | -25.8% | -2.0% |
| 6M | -1.6% | +30.9% | -32.5% | -2.1% |
| YTD | -1.5% | +3.9% | -5.4% | -1.8% |
| 1Y | -0.4% | +19.9% | -20.2% | -0.9% |
| 3Y | +19.6% | +2.5% | +17.1% | +18.7% |
| 5Y | +3.3% | -66.7% | +70.0% | +3.8% |
| 10Y | +28.9% | +54.9% | -26.0% | +31.6% |
| All | +96.3% | +452.0% | -355.7% | +109.5% |
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