-97.7%
NERV vs VT
+224.7%
-322.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +1.6% |
| 7D | -0.4% | -0.7% | +0.3% | +0.8% |
| 30D | -11.4% | -1.7% | -9.7% | -9.3% |
| 3M | -40.7% | -2.3% | -38.4% | -38.9% |
| 6M | -54.5% | +1.5% | -56.0% | -54.8% |
| YTD | -36.3% | +12.0% | -48.4% | -42.5% |
| 1Y | -35.5% | +12.9% | -48.4% | -42.2% |
| 3Y | -37.6% | +74.9% | -112.5% | -64.2% |
| 5Y | -76.3% | +59.9% | -136.2% | -85.5% |
| All | -97.7% | +224.7% | -322.4% | -99.4% |
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