+97.1%
VCIT vs TNA
+588.9%
-491.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.6% | -9.6% | -0.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.7% |
| 30D | +1.8% | +1.4% | +0.4% | +1.7% |
| 3M | -1.1% | -21.1% | +20.0% | -0.9% |
| 6M | -1.7% | -9.4% | +7.7% | -1.6% |
| YTD | -1.1% | +29.6% | -30.8% | -1.6% |
| 1Y | -0.4% | +34.6% | -35.0% | -0.9% |
| 3Y | +20.5% | +155.9% | -135.4% | +18.4% |
| 5Y | +3.8% | -44.2% | +47.9% | +2.5% |
| 10Y | +31.2% | +63.7% | -32.5% | +29.1% |
| All | +97.1% | +588.9% | -491.9% | +103.1% |
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