+29.3%
VCIT vs ELV
+265.4%
-236.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -0.8% | +2.0% | -2.7% | -0.8% |
| 3M | -0.5% | -3.5% | +3.0% | -0.5% |
| 6M | -1.4% | +40.2% | -41.6% | -2.1% |
| YTD | -0.8% | +15.8% | -16.6% | -1.2% |
| 1Y | +0.3% | +33.2% | -32.9% | -0.4% |
| 3Y | +19.2% | -6.2% | +25.5% | +19.1% |
| 5Y | +3.6% | +16.4% | -12.8% | +2.9% |
| 10Y | +29.3% | +259.8% | -230.5% | +28.7% |
| All | +29.3% | +265.4% | -236.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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