+1,252.6%
NI vs VCLT
+103.3%
+1,149.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -1.7% | -0.6% | -1.1% | -1.5% |
| 3M | -8.0% | -2.2% | -5.8% | -7.4% |
| 6M | -8.6% | -2.9% | -5.8% | -7.9% |
| YTD | +2.3% | -2.1% | +4.4% | +3.0% |
| 1Y | +6.9% | -2.6% | +9.5% | +7.8% |
| 3Y | +70.6% | +12.5% | +58.1% | +64.6% |
| 5Y | +96.4% | -15.3% | +111.7% | +100.2% |
| 10Y | +136.1% | +16.6% | +119.5% | +130.7% |
| All | +1,252.6% | +103.3% | +1,149.3% | +1,492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling