+31.4%
VCIT vs UL
+107.1%
-75.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.4% | -2.5% | +1.1% | -1.3% |
| 30D | +0.8% | +5.7% | -4.9% | +0.5% |
| 3M | -1.7% | +7.0% | -8.7% | -2.1% |
| 6M | -2.1% | +16.1% | -18.1% | -2.8% |
| YTD | -2.0% | +3.6% | -5.6% | -2.3% |
| 1Y | -1.5% | -1.4% | -0.1% | -1.5% |
| 3Y | +19.0% | +34.1% | -15.1% | +17.2% |
| 5Y | +3.8% | +32.0% | -28.2% | +2.0% |
| All | +31.4% | +107.1% | -75.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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