Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • VCIT vs NSC✓SelectedUSD · NSCVCIT vs NSC performance historyLatest closeAs of-0.13%11/06
Stock and ETF performance explorer

VCIT vs NSC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+96.1%
NSC return
+802.9%
Excess return
-706.8%
Maximum drawdown
-20.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNSCExcessAlpha
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