+140.2%
NI vs VCLT
+17.1%
+123.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.7% |
| 30D | -1.4% | -1.2% | -0.2% | -0.9% |
| 3M | -10.6% | -4.8% | -5.8% | -8.6% |
| 6M | -9.3% | -2.6% | -6.7% | -8.3% |
| YTD | +1.1% | -3.3% | +4.5% | +2.6% |
| 1Y | +3.4% | -4.8% | +8.2% | +5.6% |
| 3Y | +67.9% | +11.5% | +56.4% | +59.4% |
| 5Y | +98.0% | -17.0% | +114.9% | +109.8% |
| All | +140.2% | +17.1% | +123.1% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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