+19.5%
VCIT vs ELF
-19.9%
+39.4%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -0.3% | +5.4% | -5.7% | -0.4% |
| 30D | -0.8% | +27.0% | -27.7% | -1.1% |
| 3M | -1.0% | +113.2% | -114.2% | -1.9% |
| 6M | -1.8% | +36.6% | -38.4% | -2.3% |
| YTD | -0.7% | +44.2% | -44.9% | -1.3% |
| 1Y | +1.0% | -18.0% | +19.0% | +0.9% |
| All | +19.5% | -19.9% | +39.4% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling