+31.4%
VCIT vs NVS
+259.5%
-228.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | +0.8% | +12.5% | -11.7% | 0.0% |
| 3M | -1.7% | +5.2% | -6.9% | -2.2% |
| 6M | -2.1% | +8.2% | -10.2% | -2.8% |
| YTD | -2.0% | +19.8% | -21.8% | -3.4% |
| 1Y | -1.5% | +24.8% | -26.3% | -3.2% |
| 3Y | +19.0% | +90.0% | -71.0% | +13.3% |
| 5Y | +3.8% | +134.3% | -130.5% | -2.7% |
| All | +31.4% | +259.5% | -228.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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