-1.4%
VCIT vs UL
-2.4%
+1.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | +1.0% | +4.5% | -3.5% | +0.8% |
| 3M | -1.4% | +5.5% | -6.9% | -1.7% |
| 6M | -2.1% | +17.0% | -19.1% | -2.8% |
| YTD | -1.8% | +3.2% | -5.0% | -1.8% |
| 1Y | -1.4% | -1.9% | +0.5% | -1.2% |
| All | -1.4% | -2.4% | +1.0% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling