-38.9%
NOV vs VT
+224.4%
-263.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.2% |
| 7D | -0.2% | -0.7% | +0.5% | +0.7% |
| 30D | -4.7% | -1.7% | -3.0% | -2.7% |
| 3M | -14.0% | -2.3% | -11.7% | -11.6% |
| 6M | -7.8% | +1.5% | -9.3% | -10.7% |
| YTD | +17.2% | +12.0% | +5.2% | -2.0% |
| 1Y | +17.3% | +12.9% | +4.5% | -2.9% |
| 3Y | +0.6% | +74.9% | -74.3% | -55.2% |
| 5Y | +42.1% | +59.9% | -17.8% | -28.6% |
| 10Y | -38.9% | +224.6% | -263.5% | -88.5% |
| All | -38.9% | +224.4% | -263.2% | -88.5% |
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 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