-18.7%
NVO vs VCIT
+3.2%
-21.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | +2.3% | +0.7% | +1.6% | +1.8% |
| 30D | +7.1% | +1.8% | +5.3% | +5.8% |
| 3M | -11.3% | -1.6% | -9.8% | -10.4% |
| 6M | -9.0% | -2.1% | -6.9% | -7.8% |
| YTD | -14.6% | -1.6% | -13.0% | -13.7% |
| 1Y | -4.9% | -0.8% | -4.1% | -4.3% |
| 3Y | -54.9% | +19.9% | -74.8% | -59.4% |
| 5Y | -18.7% | +3.3% | -22.0% | -10.3% |
| All | -18.7% | +3.2% | -21.9% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling