-97.2%
NERV vs VT
+223.7%
-320.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +6.0% |
| 7D | +12.2% | +0.4% | +11.8% | +12.4% |
| 30D | -17.3% | -2.6% | -14.7% | -14.6% |
| 3M | -38.4% | -3.2% | -35.2% | -35.9% |
| 6M | -55.3% | +0.9% | -56.2% | -55.3% |
| YTD | -34.6% | +11.3% | -45.9% | -40.5% |
| 1Y | -29.1% | +14.0% | -43.1% | -37.0% |
| 3Y | -43.1% | +75.8% | -118.9% | -67.6% |
| 5Y | -77.5% | +57.8% | -135.3% | -86.0% |
| 10Y | -97.2% | +219.8% | -317.0% | -99.1% |
| All | -97.2% | +223.7% | -320.9% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling