-99.2%
NVD vs VCLT
+15.2%
-114.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.8% |
| 7D | -7.7% | +0.3% | -8.0% | -7.3% |
| 30D | -5.8% | -0.6% | -5.2% | -6.3% |
| 3M | -23.2% | -2.2% | -21.0% | -24.9% |
| 6M | -49.7% | -2.9% | -46.8% | -50.8% |
| YTD | -47.7% | -2.1% | -45.6% | -48.3% |
| 1Y | -61.3% | -2.6% | -58.8% | -62.0% |
| 3Y | -99.2% | +12.5% | -111.7% | -99.0% |
| All | -99.2% | +15.2% | -114.4% | -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 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