+503.0%
NTRS vs VCLT
+100.6%
+402.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.4% | -1.4% | +2.7% | +1.4% |
| 30D | -0.7% | -1.2% | +0.5% | -0.6% |
| 3M | +11.3% | -4.8% | +16.1% | +11.4% |
| 6M | +35.5% | -2.6% | +38.1% | +35.6% |
| YTD | +40.6% | -3.3% | +43.9% | +40.7% |
| 1Y | +49.2% | -4.8% | +54.0% | +49.3% |
| 3Y | +167.2% | +11.5% | +155.7% | +167.9% |
| 5Y | +94.9% | -17.0% | +111.9% | +80.6% |
| 10Y | +259.5% | +16.7% | +242.7% | +290.1% |
| All | +503.0% | +100.6% | +402.4% | +861.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling