-41.3%
NOV vs VT
+221.8%
-263.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.0% |
| 7D | +3.0% | +2.4% | +0.7% | -0.3% |
| 30D | -3.5% | -1.5% | -2.0% | -1.8% |
| 3M | -12.0% | -4.1% | -7.9% | -7.1% |
| 6M | -10.6% | +0.6% | -11.1% | -12.2% |
| YTD | +17.8% | +11.0% | +6.8% | -0.3% |
| 1Y | +21.2% | +13.3% | +7.8% | -0.3% |
| 3Y | +0.2% | +73.4% | -73.2% | -54.8% |
| 5Y | +45.1% | +57.4% | -12.3% | -25.3% |
| All | -41.3% | +221.8% | -263.1% | -89.0% |
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