+95.8%
VCIT vs TNA
+592.7%
-496.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | 0.0% |
| 7D | -0.5% | -2.1% | +1.7% | -0.5% |
| 30D | +1.0% | +3.1% | -2.1% | +0.9% |
| 3M | -1.4% | -20.2% | +18.8% | -1.1% |
| 6M | -2.1% | -10.0% | +7.9% | -2.0% |
| YTD | -1.8% | +30.3% | -32.1% | -2.3% |
| 1Y | -1.4% | +31.1% | -32.5% | -1.9% |
| 3Y | +19.3% | +149.4% | -130.1% | +17.3% |
| 5Y | +4.1% | -42.5% | +46.6% | +2.9% |
| 10Y | +30.9% | +46.7% | -15.7% | +28.6% |
| All | +95.8% | +592.7% | -496.9% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling