-7.8%
NVTS vs VCLT
-13.6%
+5.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.1% |
| 7D | +2.7% | -0.5% | +3.2% | +3.6% |
| 30D | -4.5% | -0.9% | -3.6% | -3.2% |
| 3M | -61.5% | -3.2% | -58.3% | -59.3% |
| 6M | +28.0% | -3.8% | +31.8% | +36.8% |
| YTD | +65.3% | -2.0% | +67.3% | +71.4% |
| 1Y | +113.0% | -0.8% | +113.8% | +117.7% |
| 3Y | +34.7% | +12.3% | +22.4% | +18.7% |
| All | -7.8% | -13.6% | +5.8% | -4.3% |
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