+30.6%
VCIT vs NI
+179.8%
-149.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +1.8% | +11.3% | -9.5% | +1.0% |
| 3M | -1.6% | +6.5% | -8.0% | -2.0% |
| 6M | -2.1% | -2.3% | +0.2% | -2.0% |
| YTD | -1.6% | +10.8% | -12.4% | -2.4% |
| 1Y | -0.8% | +6.2% | -7.0% | -1.3% |
| 3Y | +19.9% | +98.7% | -78.7% | +14.0% |
| 5Y | +3.3% | +111.3% | -108.0% | -2.3% |
| 10Y | +30.6% | +178.1% | -147.4% | +20.7% |
| All | +30.6% | +179.8% | -149.2% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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