+29.8%
VCIT vs TNA
+74.0%
-44.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | -0.1% |
| 7D | -0.2% | -3.6% | +3.4% | -0.1% |
| 30D | -0.5% | -10.1% | +9.5% | -0.3% |
| 3M | -0.9% | +2.7% | -3.6% | -1.1% |
| 6M | -1.9% | +38.4% | -40.3% | -2.9% |
| YTD | -1.0% | +45.4% | -46.4% | -2.2% |
| 1Y | +0.2% | +55.9% | -55.7% | -1.3% |
| 3Y | +19.0% | +109.8% | -90.8% | +15.1% |
| 5Y | +3.1% | -22.5% | +25.6% | +0.5% |
| 10Y | +29.8% | +87.5% | -57.8% | +23.0% |
| All | +29.8% | +74.0% | -44.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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