+98.0%
VCIT vs UL
+235.6%
-137.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -0.8% | +0.5% | -1.2% | -0.8% |
| 3M | -1.0% | +17.6% | -18.6% | -1.5% |
| 6M | -1.8% | -5.4% | +3.5% | -1.7% |
| YTD | -0.7% | +0.7% | -1.4% | -0.8% |
| 1Y | +1.0% | -9.3% | +10.2% | +1.2% |
| 3Y | +18.8% | +24.5% | -5.7% | +18.2% |
| 5Y | +3.5% | +23.2% | -19.7% | +2.7% |
| 10Y | +29.2% | +64.5% | -35.3% | +28.6% |
| All | +98.0% | +235.6% | -137.6% | +101.7% |
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