+31.2%
VCIT vs NOC
+158.6%
-127.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | +0.7% | -2.9% | +3.7% | +0.8% |
| 30D | +1.8% | +12.1% | -10.3% | +1.6% |
| 3M | -1.1% | -5.3% | +4.1% | -1.0% |
| 6M | -1.7% | -1.0% | -0.6% | -1.7% |
| YTD | -1.1% | -4.3% | +3.2% | -1.1% |
| 1Y | -0.4% | -3.6% | +3.3% | -0.4% |
| 3Y | +20.5% | +22.9% | -2.4% | +19.7% |
| 5Y | +3.8% | +60.4% | -56.6% | +2.6% |
| 10Y | +31.2% | +161.3% | -130.0% | +30.7% |
| All | +31.2% | +158.6% | -127.4% | +30.7% |
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