+712.5%
NVT vs VCLT
+14.7%
+697.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.5% |
| 7D | +2.0% | -1.3% | +3.3% | +2.7% |
| 30D | -7.2% | -1.1% | -6.1% | -6.7% |
| 3M | -0.9% | -3.7% | +2.8% | +1.0% |
| 6M | +42.6% | -4.0% | +46.6% | +45.8% |
| YTD | +52.9% | -3.4% | +56.3% | +55.9% |
| 1Y | +64.5% | -4.1% | +68.6% | +68.3% |
| 3Y | +178.0% | +11.0% | +167.0% | +163.8% |
| 5Y | +402.8% | -17.0% | +419.8% | +447.9% |
| All | +712.5% | +14.7% | +697.8% | +767.0% |
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 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