+255.5%
NTRS vs VCLT
+17.1%
+238.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.4% | -1.4% | +2.7% | +1.8% |
| 30D | -0.7% | -1.2% | +0.5% | -0.3% |
| 3M | +11.3% | -4.8% | +16.1% | +13.0% |
| 6M | +35.5% | -2.6% | +38.1% | +36.6% |
| YTD | +40.6% | -3.3% | +43.9% | +42.0% |
| 1Y | +49.2% | -4.8% | +54.0% | +51.4% |
| 3Y | +167.2% | +11.5% | +155.7% | +158.9% |
| 5Y | +94.9% | -17.0% | +111.9% | +91.5% |
| All | +255.5% | +17.1% | +238.4% | +285.1% |
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