+912.0%
NVO vs VCIT
+98.3%
+813.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +6.0% | -0.8% | +6.7% | +6.4% |
| 3M | +7.9% | -1.0% | +8.9% | +8.4% |
| 6M | +27.1% | -1.8% | +28.9% | +28.2% |
| YTD | -3.8% | -0.7% | -3.1% | -3.5% |
| 1Y | -12.8% | +1.0% | -13.8% | -13.1% |
| 3Y | -46.3% | +18.8% | -65.2% | -50.1% |
| 5Y | +3.6% | +3.5% | +0.1% | +1.1% |
| 10Y | +157.0% | +29.2% | +127.8% | +144.5% |
| All | +912.0% | +98.3% | +813.8% | +1,185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling