+30.6%
VCIT vs NOC
+158.6%
-128.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +1.1% | +14.1% | -13.0% | +0.9% |
| 3M | -1.4% | -4.6% | +3.3% | -1.3% |
| 6M | -2.3% | +0.7% | -3.1% | -2.4% |
| YTD | -1.8% | -2.6% | +0.8% | -1.8% |
| 1Y | -1.0% | -1.0% | 0.0% | -1.1% |
| 3Y | +19.3% | +24.5% | -5.2% | +18.5% |
| 5Y | +3.8% | +64.3% | -60.5% | +2.6% |
| 10Y | +30.6% | +162.8% | -132.2% | +29.9% |
| All | +30.6% | +158.6% | -128.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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