+18.7%
VCIT vs TNA
+138.6%
-119.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | -1.4% | +3.7% | -5.2% | -1.6% |
| 30D | +0.6% | +4.4% | -3.8% | +0.4% |
| 3M | -2.2% | -26.7% | +24.4% | -1.4% |
| 6M | -2.3% | -12.8% | +10.5% | -2.1% |
| YTD | -2.2% | +22.7% | -24.8% | -3.1% |
| 1Y | -1.4% | +35.7% | -37.0% | -2.6% |
| 3Y | +18.7% | +134.6% | -115.8% | +12.4% |
| All | +18.7% | +138.6% | -119.8% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling