-95.2%
NERV vs VT
+214.3%
-309.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.4% | -6.5% |
| 7D | +2.7% | -4.2% | +6.9% | +7.4% |
| 30D | -32.9% | -5.8% | -27.1% | -28.6% |
| 3M | -47.1% | -5.2% | -41.9% | -44.0% |
| 6M | -63.2% | +0.1% | -63.3% | -63.0% |
| YTD | -42.8% | +8.2% | -51.0% | -46.4% |
| 1Y | -39.8% | +10.1% | -49.9% | -44.5% |
| 3Y | -58.3% | +69.7% | -127.9% | -74.9% |
| 5Y | -78.7% | +53.4% | -132.1% | -86.3% |
| 10Y | -97.2% | +219.2% | -316.4% | -99.1% |
| All | -95.2% | +214.3% | -309.5% | -98.5% |
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