+98.0%
VCIT vs ELV
+863.7%
-765.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | 0.0% |
| 7D | -0.3% | +3.3% | -3.7% | -0.4% |
| 30D | -0.8% | +4.2% | -4.9% | -0.8% |
| 3M | -1.0% | -0.1% | -0.9% | -1.0% |
| 6M | -1.8% | +41.3% | -43.1% | -2.1% |
| YTD | -0.7% | +17.4% | -18.1% | -0.8% |
| 1Y | +1.0% | +35.1% | -34.1% | +0.8% |
| 3Y | +18.8% | -3.2% | +22.1% | +18.8% |
| 5Y | +3.5% | +15.6% | -12.1% | +3.4% |
| 10Y | +29.2% | +276.8% | -247.5% | +31.7% |
| All | +98.0% | +863.7% | -765.8% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling