+25.5%
VCIT vs NTR
+83.5%
-58.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.1% | +4.1% | -4.0% | 0.0% |
| 30D | +1.1% | +7.0% | -5.8% | +1.0% |
| 3M | -1.4% | +9.7% | -11.0% | -1.5% |
| 6M | -2.3% | +7.4% | -9.7% | -2.5% |
| YTD | -1.8% | +19.8% | -21.6% | -2.3% |
| 1Y | -1.0% | +25.4% | -26.4% | -1.6% |
| 3Y | +19.3% | +48.6% | -29.3% | +17.8% |
| 5Y | +3.8% | +24.0% | -20.3% | +2.5% |
| All | +25.5% | +83.5% | -58.0% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling