+98.0%
VCIT vs NSC
+829.8%
-731.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.3% | -5.5% | +5.2% | -0.3% |
| 30D | -0.8% | -3.2% | +2.4% | -0.7% |
| 3M | -1.0% | +7.7% | -8.7% | -1.1% |
| 6M | -1.8% | +4.5% | -6.4% | -1.9% |
| YTD | -0.7% | +15.6% | -16.3% | -0.9% |
| 1Y | +1.0% | +19.8% | -18.9% | +0.7% |
| 3Y | +18.8% | +70.1% | -51.3% | +18.0% |
| 5Y | +3.5% | +46.1% | -42.6% | +2.9% |
| 10Y | +29.2% | +328.1% | -298.9% | +30.7% |
| All | +98.0% | +829.8% | -731.8% | +106.8% |
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