+3.1%
VCIT vs NYT
+38.5%
-35.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | -0.5% | +2.8% | -3.3% | -0.7% |
| 3M | -0.9% | -9.2% | +8.3% | -0.6% |
| 6M | -1.9% | -17.1% | +15.2% | -1.2% |
| YTD | -1.0% | -3.2% | +2.3% | -1.0% |
| 1Y | +0.2% | +15.7% | -15.5% | -0.8% |
| 3Y | +19.0% | +55.7% | -36.7% | +15.1% |
| 5Y | +3.1% | +39.4% | -36.3% | -1.7% |
| All | +3.1% | +38.5% | -35.4% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling