+28.8%
VCIT vs NVS
+180.2%
-151.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -15.7% | +14.7% | 0.0% |
| 30D | -1.3% | -11.1% | +9.8% | -0.7% |
| 3M | -1.6% | -7.2% | +5.6% | -1.2% |
| 6M | -2.3% | -12.3% | +10.0% | -1.6% |
| YTD | -1.7% | +2.8% | -4.5% | -2.1% |
| 1Y | -0.7% | +11.9% | -12.7% | -1.8% |
| 3Y | +18.1% | +55.1% | -37.0% | +14.1% |
| 5Y | +2.4% | +94.1% | -91.6% | -2.7% |
| All | +28.8% | +180.2% | -151.4% | +22.1% |
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