-99.1%
NVD vs VCLT
+13.7%
-112.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.6% | +3.1% |
| 7D | +9.0% | -1.3% | +10.3% | +7.5% |
| 30D | -5.5% | -1.1% | -4.3% | -6.6% |
| 3M | -24.6% | -3.7% | -20.9% | -27.5% |
| 6M | -42.1% | -4.0% | -38.1% | -44.0% |
| YTD | -44.3% | -3.4% | -41.0% | -45.8% |
| 1Y | -54.2% | -4.1% | -50.0% | -55.7% |
| 3Y | -99.1% | +11.0% | -110.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling