+20.0%
VCIT vs ELV
-0.8%
+20.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | +1.9% | +5.3% | -3.4% | +1.9% |
| 3M | -1.4% | +9.2% | -10.7% | -1.5% |
| 6M | -2.1% | +14.5% | -16.7% | -2.3% |
| YTD | -1.6% | +23.2% | -24.8% | -1.9% |
| 1Y | -0.9% | +38.0% | -39.0% | -1.4% |
| 3Y | +20.0% | -1.5% | +21.5% | +21.0% |
| All | +20.0% | -0.8% | +20.7% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling