+649.9%
NVDL vs VCLT
+11.4%
+638.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -10.3% | -1.4% | -9.0% | -8.9% |
| 30D | -7.1% | -1.2% | -5.9% | -5.9% |
| 3M | +6.6% | -4.8% | +11.4% | +12.3% |
| 6M | +21.1% | -2.6% | +23.6% | +25.4% |
| YTD | +15.2% | -3.3% | +18.6% | +20.2% |
| 1Y | +18.8% | -4.8% | +23.6% | +25.4% |
| 3Y | +649.9% | +11.5% | +638.4% | +517.0% |
| All | +649.9% | +11.4% | +638.5% | +517.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling