+2,622.7%
NVDL vs VCLT
+5.9%
+2,616.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -0.8% | 0.0% | -0.9% | -0.8% |
| 30D | +3.4% | +0.1% | +3.3% | +3.3% |
| 3M | +8.1% | -2.9% | +11.0% | +11.4% |
| 6M | +31.9% | -4.0% | +35.8% | +37.8% |
| YTD | +21.1% | -2.2% | +23.4% | +24.6% |
| 1Y | +34.0% | -2.6% | +36.6% | +38.1% |
| 3Y | +677.9% | +12.3% | +665.7% | +584.8% |
| All | +2,622.7% | +5.9% | +2,616.8% | +2,400.4% |
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