+31.2%
VCIT vs NYT
+540.3%
-509.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -1.4% | +6.5% | -7.9% | -1.6% |
| 30D | +0.6% | +8.4% | -7.9% | +0.3% |
| 3M | -2.2% | +13.9% | -16.2% | -2.7% |
| 6M | -2.3% | -4.8% | +2.5% | -2.3% |
| YTD | -2.2% | +6.2% | -8.3% | -2.5% |
| 1Y | -1.4% | +14.3% | -15.6% | -2.0% |
| 3Y | +18.7% | +73.6% | -54.8% | +16.1% |
| 5Y | +3.6% | +60.6% | -57.0% | +0.8% |
| All | +31.2% | +540.3% | -509.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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