-99.1%
NVD vs VCLT
+13.7%
-112.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +10.8% | -1.4% | +12.2% | +9.2% |
| 30D | +0.8% | -1.2% | +1.9% | -0.5% |
| 3M | -20.8% | -4.8% | -16.1% | -24.9% |
| 6M | -41.2% | -2.6% | -38.6% | -42.3% |
| YTD | -44.2% | -3.3% | -40.9% | -45.6% |
| 1Y | -54.2% | -4.8% | -49.3% | -56.0% |
| 3Y | -99.1% | +11.5% | -110.7% | -98.9% |
| All | -99.1% | +13.7% | -112.8% | -98.9% |
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 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