+23.9%
VCIT vs NVDX
+423.8%
-400.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | 0.0% |
| 7D | -0.5% | -26.1% | +25.6% | -0.4% |
| 30D | +1.5% | -43.3% | +44.8% | +1.7% |
| 3M | -1.0% | -41.0% | +40.0% | -0.7% |
| 6M | -1.7% | -46.3% | +44.7% | -1.4% |
| YTD | -1.4% | -33.1% | +31.7% | -1.3% |
| 1Y | -0.9% | -40.1% | +39.2% | -0.8% |
| 3Y | +19.8% | +319.0% | -299.2% | +16.2% |
| All | +23.9% | +423.8% | -400.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling