-90.8%
NERV vs VT
+234.9%
-325.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -8.5% | +0.4% | -8.9% | -8.8% |
| 30D | +1.8% | +1.0% | +0.9% | +0.8% |
| 3M | -7.3% | +2.4% | -9.7% | -9.5% |
| 6M | -35.1% | +12.0% | -47.1% | -41.8% |
| YTD | +10.2% | +15.3% | -5.1% | -3.6% |
| 1Y | +91.8% | +22.6% | +69.2% | +58.8% |
| 3Y | -47.1% | +74.7% | -121.8% | -69.2% |
| 5Y | -69.1% | +66.1% | -135.2% | -81.8% |
| 10Y | -95.4% | +225.0% | -320.4% | -98.6% |
| All | -90.8% | +234.9% | -325.8% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling