+95.0%
VCIT vs NTRS
+472.9%
-377.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.4% | +3.2% | -4.6% | -1.4% |
| 30D | +0.6% | +9.6% | -9.0% | +0.5% |
| 3M | -2.2% | -6.0% | +3.8% | -2.2% |
| 6M | -2.3% | +10.4% | -12.7% | -2.4% |
| YTD | -2.2% | +32.5% | -34.6% | -2.3% |
| 1Y | -1.4% | +41.2% | -42.6% | -1.5% |
| 3Y | +18.7% | +173.4% | -154.6% | +18.4% |
| 5Y | +3.6% | +65.0% | -61.4% | +2.8% |
| 10Y | +30.4% | +192.3% | -161.9% | +31.5% |
| All | +95.0% | +472.9% | -377.9% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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