+48.9%
NVTS vs VCLT
+14.4%
+34.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -5.4% |
| 7D | +3.9% | -2.3% | +6.2% | +10.0% |
| 30D | -4.3% | +0.8% | -5.1% | -6.0% |
| 3M | -34.5% | -2.7% | -31.8% | -30.1% |
| 6M | -57.7% | -4.3% | -53.4% | -52.6% |
| YTD | +25.4% | -4.3% | +29.7% | +39.4% |
| 1Y | +13.1% | -4.4% | +17.5% | +26.1% |
| 3Y | +48.9% | +13.8% | +35.1% | +32.0% |
| All | +48.9% | +14.4% | +34.5% | +32.0% |
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