+364.0%
NVDL vs VCIT
+19.6%
+344.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.8% | -8.8% |
| 7D | -23.4% | +0.7% | -24.1% | -24.2% |
| 30D | -41.3% | +1.8% | -43.1% | -42.9% |
| 3M | -40.6% | -1.1% | -39.5% | -39.5% |
| 6M | -39.8% | -1.7% | -38.1% | -38.2% |
| YTD | -26.2% | -1.1% | -25.1% | -24.7% |
| 1Y | -30.0% | -0.4% | -29.6% | -28.9% |
| 3Y | +364.0% | +20.5% | +343.5% | +245.3% |
| All | +364.0% | +19.6% | +344.4% | +245.3% |
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