+24.4%
NSC vs VCLT
-16.9%
+41.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | -6.6% | +0.3% | -6.9% | -6.7% |
| 30D | +2.2% | +3.7% | -1.5% | +0.7% |
| 3M | -6.2% | -1.0% | -5.2% | -5.8% |
| 6M | +1.7% | -3.4% | +5.0% | +3.1% |
| YTD | +12.2% | -2.6% | +14.8% | +13.4% |
| 1Y | +15.4% | -3.3% | +18.7% | +16.9% |
| 3Y | +73.3% | +17.3% | +56.0% | +62.3% |
| All | +24.4% | -16.9% | +41.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling