+3.8%
VCIT vs ELF
+259.0%
-255.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | -1.0% | +113.2% | -114.2% | -2.4% |
| 6M | -1.8% | +36.6% | -38.4% | -2.5% |
| YTD | -0.7% | +44.2% | -44.9% | -1.5% |
| 1Y | +1.0% | -18.0% | +19.0% | +1.0% |
| 3Y | +18.8% | -19.9% | +38.8% | +17.5% |
| All | +3.8% | +259.0% | -255.1% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling