+692.2%
NVDL vs VCIT
+18.9%
+673.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | +7.3% | +0.1% | +7.2% | +7.2% |
| 30D | -0.7% | -0.8% | +0.1% | +0.6% |
| 3M | +9.5% | -0.5% | +10.0% | +10.6% |
| 6M | +41.6% | -1.4% | +43.0% | +45.0% |
| YTD | +23.3% | -0.8% | +24.1% | +25.4% |
| 1Y | +40.3% | +0.3% | +40.0% | +40.9% |
| 3Y | +692.2% | +19.2% | +673.0% | +493.8% |
| All | +692.2% | +18.9% | +673.2% | +493.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling