+46.5%
NTR vs VCLT
-17.2%
+63.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | +16.8% | -1.2% | +18.0% | +17.0% |
| 3M | +20.7% | -4.8% | +25.5% | +21.6% |
| 6M | +0.5% | -2.6% | +3.1% | +0.8% |
| YTD | +29.2% | -3.3% | +32.5% | +29.7% |
| 1Y | +39.6% | -4.8% | +44.4% | +40.5% |
| 3Y | +37.9% | +11.5% | +26.4% | +33.8% |
| All | +46.5% | -17.2% | +63.7% | +26.9% |
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