-25.2%
NVTS vs VCIT
+4.9%
-30.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.1% | +11.2% | +11.1% |
| 7D | +20.8% | +0.7% | +20.1% | +18.3% |
| 30D | -11.1% | +1.8% | -12.9% | -15.7% |
| 3M | -31.0% | -1.1% | -29.9% | -28.8% |
| 6M | -47.4% | -1.7% | -45.7% | -44.4% |
| YTD | +34.2% | -1.1% | +35.3% | +39.5% |
| 1Y | +22.2% | -0.4% | +22.6% | +24.4% |
| 3Y | +68.4% | +20.5% | +47.9% | +11.7% |
| 5Y | -39.0% | +3.8% | -42.8% | -60.0% |
| All | -25.2% | +4.9% | -30.1% | -48.3% |
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 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