+96.1%
VCIT vs NSC
+802.9%
-706.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | -0.1% |
| 7D | +0.1% | -6.6% | +6.7% | +0.2% |
| 30D | +1.9% | +2.2% | -0.2% | +1.9% |
| 3M | -1.4% | -6.2% | +4.8% | -1.4% |
| 6M | -2.1% | +1.7% | -3.8% | -2.2% |
| YTD | -1.6% | +12.2% | -13.9% | -1.8% |
| 1Y | -0.9% | +15.4% | -16.3% | -1.1% |
| 3Y | +20.0% | +73.3% | -53.4% | +19.2% |
| 5Y | +3.1% | +24.7% | -21.5% | +2.5% |
| 10Y | +28.7% | +324.5% | -295.8% | +30.3% |
| All | +96.1% | +802.9% | -706.8% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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