+3.6%
VCIT vs NTR
+51.1%
-47.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | +0.1% | +3.8% | -3.8% | 0.0% |
| 30D | -0.8% | +25.2% | -26.0% | -1.0% |
| 3M | -0.5% | +21.0% | -21.5% | -0.8% |
| 6M | -1.4% | +7.6% | -9.0% | -1.5% |
| YTD | -0.8% | +32.9% | -33.6% | -1.3% |
| 1Y | +0.3% | +43.1% | -42.8% | -0.4% |
| 3Y | +19.2% | +41.6% | -22.4% | +18.1% |
| 5Y | +3.6% | +54.8% | -51.2% | +3.3% |
| All | +3.6% | +51.1% | -47.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling