-94.7%
NNVC vs VT
+228.2%
-322.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.1% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -4.8% | -1.4% | -3.4% | -4.3% |
| 3M | -9.2% | -1.4% | -7.8% | -8.6% |
| 6M | -8.0% | +5.5% | -13.5% | -9.0% |
| YTD | +22.1% | +12.8% | +9.3% | +18.9% |
| 1Y | -27.7% | +15.4% | -43.2% | -30.0% |
| 3Y | +21.1% | +76.9% | -55.8% | +9.1% |
| 5Y | -74.3% | +60.4% | -134.7% | -78.1% |
| All | -94.7% | +228.2% | -322.8% | -96.2% |
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