+42.5%
NTRS vs VCLT
-3.2%
+45.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +3.6% | +0.4% | +3.1% | +3.4% |
| 30D | +4.3% | +3.9% | +0.4% | +2.5% |
| 3M | -1.9% | -1.9% | 0.0% | -0.9% |
| 6M | +11.4% | -2.6% | +14.1% | +13.1% |
| YTD | +32.3% | -3.1% | +35.4% | +33.6% |
| 1Y | +42.5% | -3.6% | +46.1% | +44.7% |
| All | +42.5% | -3.2% | +45.8% | +44.7% |
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