+138.6%
NOK vs VCLT
+17.1%
+121.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -1.4% | +12.3% | +11.8% |
| 30D | +7.8% | -1.2% | +9.0% | +8.5% |
| 3M | -21.0% | -4.8% | -16.2% | -18.9% |
| 6M | +40.9% | -2.6% | +43.5% | +43.1% |
| YTD | +72.0% | -3.3% | +75.4% | +75.4% |
| 1Y | +140.9% | -4.8% | +145.7% | +147.6% |
| 3Y | +194.3% | +11.5% | +182.7% | +179.2% |
| 5Y | +112.5% | -17.0% | +129.5% | +125.8% |
| All | +138.6% | +17.1% | +121.5% | +142.0% |
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