+29.3%
VCIT vs NI
+137.0%
-107.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | -0.8% | -1.7% | +0.9% | -0.7% |
| 3M | -0.5% | -8.0% | +7.5% | 0.0% |
| 6M | -1.4% | -8.6% | +7.3% | -0.8% |
| YTD | -0.8% | +2.3% | -3.1% | -1.0% |
| 1Y | +0.3% | +6.9% | -6.6% | -0.3% |
| 3Y | +19.2% | +70.6% | -51.3% | +14.5% |
| 5Y | +3.6% | +96.4% | -92.8% | -1.5% |
| 10Y | +29.3% | +136.1% | -106.9% | +21.1% |
| All | +29.3% | +137.0% | -107.7% | +21.1% |
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