-71.6%
NNVC vs VT
+66.2%
-137.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -9.7% | +0.4% | -10.1% | -10.2% |
| 30D | -21.7% | +1.0% | -22.7% | -22.5% |
| 3M | -25.3% | +2.4% | -27.7% | -27.1% |
| 6M | +16.7% | +12.0% | +4.7% | +3.6% |
| YTD | -0.9% | +15.3% | -16.2% | -14.3% |
| 1Y | -18.8% | +22.6% | -41.4% | -33.9% |
| 3Y | -22.8% | +74.7% | -97.4% | -58.0% |
| All | -71.6% | +66.2% | -137.8% | -82.9% |
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 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