+98.0%
VCIT vs NVS
+509.9%
-412.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -0.3% | +4.0% | -4.4% | -0.5% |
| 30D | -0.8% | +3.6% | -4.4% | -0.9% |
| 3M | -1.0% | +7.8% | -8.8% | -1.3% |
| 6M | -1.8% | -0.2% | -1.7% | -1.9% |
| YTD | -0.7% | +19.6% | -20.3% | -1.5% |
| 1Y | +1.0% | +28.4% | -27.4% | -0.1% |
| 3Y | +18.8% | +76.2% | -57.3% | +16.1% |
| 5Y | +3.5% | +111.1% | -107.6% | +0.4% |
| 10Y | +29.2% | +224.3% | -195.0% | +25.0% |
| All | +98.0% | +509.9% | -412.0% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling