+31.2%
VCIT vs ELF
+354.8%
-323.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 7D | +0.7% | +7.8% | -7.1% | +0.6% |
| 30D | +1.8% | +9.3% | -7.5% | +1.6% |
| 3M | -1.1% | +21.2% | -22.3% | -1.5% |
| 6M | -1.7% | +96.1% | -97.8% | -2.9% |
| YTD | -1.1% | +57.0% | -58.1% | -2.1% |
| 1Y | -0.4% | +61.9% | -62.2% | -1.4% |
| 3Y | +20.5% | +20.0% | +0.5% | +18.5% |
| 5Y | +3.8% | +284.8% | -281.0% | -0.8% |
| 10Y | +31.2% | +364.2% | -333.0% | +22.5% |
| All | +31.2% | +354.8% | -323.6% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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