+335.7%
NSC vs VCLT
+16.9%
+318.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.0% | 0.0% | -2.1% | -2.1% |
| 30D | -3.2% | +0.1% | -3.3% | -3.2% |
| 3M | +3.9% | -2.9% | +6.8% | +4.8% |
| 6M | +7.8% | -4.0% | +11.7% | +9.1% |
| YTD | +13.4% | -2.2% | +15.7% | +14.1% |
| 1Y | +20.3% | -2.6% | +22.9% | +21.2% |
| 3Y | +76.1% | +12.3% | +63.8% | +70.0% |
| 5Y | +45.0% | -16.4% | +61.4% | +47.1% |
| 10Y | +335.7% | +18.1% | +317.7% | +381.6% |
| All | +335.7% | +16.9% | +318.8% | +381.6% |
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