+96.1%
VCIT vs NI
+1,338.0%
-1,241.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +1.9% | +9.6% | -7.7% | +1.5% |
| 3M | -1.4% | +2.5% | -3.9% | -1.6% |
| 6M | -2.1% | -5.8% | +3.7% | -1.9% |
| YTD | -1.6% | +8.6% | -10.2% | -2.1% |
| 1Y | -0.9% | +6.0% | -6.9% | -1.3% |
| 3Y | +20.0% | +91.0% | -71.1% | +16.1% |
| 5Y | +3.1% | +104.8% | -101.6% | -0.5% |
| 10Y | +28.7% | +176.7% | -148.0% | +23.4% |
| All | +96.1% | +1,338.0% | -1,241.9% | +97.0% |
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