+37.6%
NTR vs VCLT
-3.2%
+40.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +4.5% |
| 7D | +4.3% | +0.4% | +3.9% | +4.5% |
| 30D | +2.6% | +3.9% | -1.4% | +4.9% |
| 3M | +8.5% | -1.9% | +10.5% | +6.4% |
| 6M | -3.3% | -2.6% | -0.7% | -5.6% |
| YTD | +19.6% | -3.1% | +22.7% | +16.6% |
| 1Y | +37.6% | -3.6% | +41.2% | +34.2% |
| All | +37.6% | -3.2% | +40.9% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling