+2,622.7%
NVDL vs VCIT
+18.3%
+2,604.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | -0.8% | -0.2% | -0.7% | -0.5% |
| 30D | +3.4% | -0.5% | +3.9% | +4.3% |
| 3M | +8.1% | -0.9% | +9.0% | +9.8% |
| 6M | +31.9% | -1.9% | +33.8% | +36.0% |
| YTD | +21.1% | -1.0% | +22.1% | +23.5% |
| 1Y | +34.0% | +0.2% | +33.8% | +34.7% |
| 3Y | +677.9% | +19.0% | +659.0% | +513.9% |
| All | +2,622.7% | +18.3% | +2,604.4% | +1,940.4% |
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