+122.4%
NOK vs VCIT
+29.0%
+93.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.3% |
| 7D | +7.3% | +0.1% | +7.2% | +7.2% |
| 30D | +13.8% | -0.8% | +14.5% | +14.7% |
| 3M | -27.0% | -0.5% | -26.5% | -26.6% |
| 6M | +37.6% | -1.4% | +39.0% | +39.8% |
| YTD | +64.6% | -0.8% | +65.4% | +66.2% |
| 1Y | +132.0% | +0.3% | +131.7% | +132.1% |
| 3Y | +183.7% | +19.2% | +164.4% | +142.2% |
| 5Y | +101.3% | +3.6% | +97.7% | +88.1% |
| 10Y | +122.4% | +29.3% | +93.1% | +119.4% |
| All | +122.4% | +29.0% | +93.4% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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