-3.9%
NOK vs VCIT
+96.4%
-100.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -10.5% | +0.1% | -10.6% | -10.6% |
| 30D | -27.9% | +1.9% | -29.8% | -28.6% |
| 3M | -18.8% | -1.4% | -17.3% | -18.2% |
| 6M | -41.9% | -2.1% | -39.8% | -41.3% |
| YTD | +18.4% | -1.6% | +20.0% | +19.4% |
| 1Y | +10.9% | -0.9% | +11.8% | +11.5% |
| 3Y | +137.9% | +20.0% | +117.9% | +121.9% |
| 5Y | +47.8% | +3.1% | +44.7% | +38.3% |
| 10Y | +116.4% | +28.7% | +87.6% | +122.1% |
| All | -3.9% | +96.4% | -100.3% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling