+575.6%
NUE vs VCLT
+17.1%
+558.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -0.6% | -1.4% | +0.7% | -0.3% |
| 30D | -4.6% | -1.2% | -3.4% | -4.3% |
| 3M | -0.3% | -4.8% | +4.5% | +0.8% |
| 6M | +51.9% | -2.6% | +54.5% | +52.9% |
| YTD | +60.0% | -3.3% | +63.3% | +61.3% |
| 1Y | +82.9% | -4.8% | +87.7% | +85.0% |
| 3Y | +66.0% | +11.5% | +54.5% | +62.1% |
| 5Y | +149.0% | -17.0% | +165.9% | +146.2% |
| All | +575.6% | +17.1% | +558.6% | +616.7% |
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 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