-77.5%
NERV vs VT
+57.4%
-134.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +6.9% |
| 7D | +12.2% | +0.4% | +11.8% | +12.4% |
| 30D | -17.3% | -2.6% | -14.7% | -15.5% |
| 3M | -38.4% | -3.2% | -35.2% | -36.7% |
| 6M | -55.3% | +0.9% | -56.2% | -55.2% |
| YTD | -34.6% | +11.3% | -45.9% | -37.9% |
| 1Y | -29.1% | +14.0% | -43.1% | -33.5% |
| 3Y | -43.1% | +75.8% | -118.9% | -56.6% |
| 5Y | -77.5% | +57.8% | -135.3% | -78.1% |
| All | -77.5% | +57.4% | -134.9% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling