+806.2%
NVDX vs VCLT
+20.5%
+785.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -3.0% |
| 7D | -8.6% | -1.3% | -7.4% | -7.1% |
| 30D | -1.4% | -1.1% | -0.3% | 0.0% |
| 3M | +10.6% | -3.7% | +14.3% | +15.8% |
| 6M | +20.2% | -4.0% | +24.2% | +26.8% |
| YTD | +11.8% | -3.4% | +15.2% | +17.2% |
| 1Y | +12.9% | -4.1% | +17.0% | +19.1% |
| All | +806.2% | +20.5% | +785.7% | +492.5% |
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