+96.6%
VCIT vs NI
+1,383.6%
-1,286.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +1.5% | +11.2% | -9.8% | +0.9% |
| 3M | -1.0% | +9.2% | -10.1% | -1.4% |
| 6M | -1.7% | -1.8% | +0.2% | -1.6% |
| YTD | -1.4% | +12.0% | -13.4% | -2.0% |
| 1Y | -0.9% | +6.4% | -7.4% | -1.3% |
| 3Y | +19.8% | +99.4% | -79.6% | +15.7% |
| 5Y | +4.6% | +113.1% | -108.5% | +0.7% |
| 10Y | +31.5% | +192.3% | -160.8% | +25.8% |
| All | +96.6% | +1,383.6% | -1,286.9% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling