-39.2%
NOV vs VT
+223.7%
-262.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.9% |
| 7D | -5.3% | +0.4% | -5.7% | -6.0% |
| 30D | -6.7% | -2.6% | -4.2% | -3.6% |
| 3M | -9.6% | -3.2% | -6.4% | -5.9% |
| 6M | -6.9% | +0.9% | -7.8% | -9.1% |
| YTD | +15.2% | +11.3% | +3.9% | -2.8% |
| 1Y | +17.5% | +14.0% | +3.5% | -4.2% |
| 3Y | +1.1% | +75.8% | -74.7% | -55.3% |
| 5Y | +30.6% | +57.8% | -27.2% | -33.0% |
| 10Y | -39.2% | +219.8% | -259.0% | -88.3% |
| All | -39.2% | +223.7% | -262.9% | -88.3% |
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