+98.0%
VCIT vs NYT
+751.4%
-653.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | -1.3% | +0.9% | -0.3% |
| 30D | -0.8% | +2.7% | -3.5% | -0.8% |
| 3M | -1.0% | -10.3% | +9.3% | -0.9% |
| 6M | -1.8% | -16.6% | +14.7% | -1.7% |
| YTD | -0.7% | -2.3% | +1.6% | -0.7% |
| 1Y | +1.0% | +15.0% | -14.0% | +0.8% |
| 3Y | +18.8% | +57.1% | -38.3% | +18.4% |
| 5Y | +3.5% | +37.2% | -33.7% | +2.8% |
| 10Y | +29.2% | +464.3% | -435.1% | +30.9% |
| All | +98.0% | +751.4% | -653.4% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling