+1,323.1%
NVDL vs VCIT
+17.1%
+1,306.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.7% | -8.3% | -8.0% |
| 7D | -17.5% | -1.4% | -16.1% | -15.7% |
| 30D | -49.2% | +0.8% | -50.0% | -49.9% |
| 3M | -49.0% | -1.7% | -47.2% | -47.6% |
| 6M | -50.9% | -2.1% | -48.9% | -49.2% |
| YTD | -36.7% | -2.0% | -34.7% | -34.4% |
| 1Y | -43.0% | -1.5% | -41.5% | -41.3% |
| 3Y | +281.1% | +19.0% | +262.1% | +201.5% |
| All | +1,323.1% | +17.1% | +1,306.0% | +983.9% |
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