+98.0%
VCIT vs TNA
+716.9%
-619.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -0.8% | -4.9% | +4.1% | -0.7% |
| 3M | -1.0% | +0.4% | -1.4% | -1.0% |
| 6M | -1.8% | +32.5% | -34.4% | -2.3% |
| YTD | -0.7% | +53.7% | -54.4% | -1.3% |
| 1Y | +1.0% | +65.1% | -64.1% | +0.2% |
| 3Y | +18.8% | +98.4% | -79.6% | +17.0% |
| 5Y | +3.5% | -22.5% | +26.0% | +2.0% |
| 10Y | +29.2% | +82.5% | -53.3% | +26.8% |
| All | +98.0% | +716.9% | -619.0% | +103.6% |
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