-55.2%
NERV vs VT
+69.7%
-124.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.0% |
| 7D | +4.3% | -2.3% | +6.6% | +7.4% |
| 30D | -26.0% | -5.0% | -21.0% | -21.8% |
| 3M | -45.5% | -4.9% | -40.6% | -42.4% |
| 6M | -61.2% | -1.5% | -59.6% | -60.2% |
| YTD | -39.8% | +8.5% | -48.3% | -43.0% |
| 1Y | -33.5% | +11.4% | -44.9% | -38.2% |
| 3Y | -55.2% | +70.1% | -125.3% | -84.9% |
| All | -55.2% | +69.7% | -124.9% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling