+302.5%
NSC vs VCLT
+20.2%
+282.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -5.4% | +1.2% | -6.6% | -5.7% |
| 30D | +2.9% | +3.4% | -0.4% | +1.9% |
| 3M | -2.2% | -0.9% | -1.3% | -1.9% |
| 6M | +5.3% | -3.1% | +8.4% | +6.3% |
| YTD | +14.8% | -2.4% | +17.1% | +15.5% |
| 1Y | +16.6% | -2.7% | +19.2% | +17.5% |
| 3Y | +78.6% | +16.9% | +61.7% | +70.6% |
| 5Y | +27.2% | -17.0% | +44.2% | +29.4% |
| 10Y | +302.5% | +22.1% | +280.4% | +354.2% |
| All | +302.5% | +20.2% | +282.3% | +354.2% |
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