+28.8%
VCIT vs NWSA
+148.7%
-119.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -0.3% | -1.9% | +1.5% | -0.3% |
| 30D | -0.8% | +4.6% | -5.3% | -0.9% |
| 3M | -1.0% | +13.2% | -14.2% | -1.5% |
| 6M | -1.8% | +27.0% | -28.8% | -2.7% |
| YTD | -0.7% | +16.8% | -17.5% | -1.3% |
| 1Y | +1.0% | +4.5% | -3.5% | +0.7% |
| 3Y | +18.8% | +46.2% | -27.4% | +16.9% |
| 5Y | +3.5% | +40.9% | -37.4% | +1.3% |
| All | +28.8% | +148.7% | -119.9% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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