+187.5%
NVT vs VCLT
+11.4%
+176.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.1% | -1.4% | +5.4% | +5.1% |
| 30D | -5.1% | -1.2% | -4.0% | -4.4% |
| 3M | -1.2% | -4.8% | +3.6% | +2.2% |
| 6M | +46.6% | -2.6% | +49.2% | +49.6% |
| YTD | +60.0% | -3.3% | +63.3% | +63.9% |
| 1Y | +70.8% | -4.8% | +75.6% | +76.5% |
| 3Y | +187.5% | +11.5% | +176.0% | +165.4% |
| All | +187.5% | +11.4% | +176.2% | +165.4% |
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 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