+20.5%
VCIT vs UL
+34.1%
-13.7%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +1.8% | +7.0% | -5.2% | +1.3% |
| 3M | -1.1% | +5.8% | -6.9% | -1.6% |
| 6M | -1.7% | +16.1% | -17.8% | -2.8% |
| YTD | -1.1% | +4.5% | -5.6% | -1.6% |
| 1Y | -0.4% | -1.3% | +0.9% | -0.3% |
| 3Y | +20.5% | +35.0% | -14.5% | +16.8% |
| All | +20.5% | +34.1% | -13.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling