+96.3%
VCIT vs UL
+253.9%
-157.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | +0.5% | +5.5% | -5.0% | +0.3% |
| 30D | +2.1% | +11.4% | -9.3% | +1.8% |
| 3M | -1.6% | +6.0% | -7.6% | -1.7% |
| 6M | -1.6% | +18.0% | -19.6% | -2.1% |
| YTD | -1.5% | +6.2% | -7.7% | -1.7% |
| 1Y | -0.4% | +1.5% | -1.9% | -0.5% |
| 3Y | +19.6% | +39.8% | -20.2% | +18.6% |
| 5Y | +3.3% | +34.3% | -31.1% | +2.3% |
| 10Y | +28.9% | +102.6% | -73.8% | +28.4% |
| All | +96.3% | +253.9% | -157.6% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling