-65.5%
NOV vs VT
+374.2%
-439.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.9% | +0.4% | +1.5% | +1.2% |
| 30D | +9.7% | +1.0% | +8.7% | +8.1% |
| 3M | +0.1% | +2.4% | -2.2% | -3.7% |
| 6M | +11.1% | +12.0% | -0.9% | -7.2% |
| YTD | +38.7% | +15.3% | +23.4% | +11.2% |
| 1Y | +64.0% | +22.6% | +41.4% | +20.4% |
| 3Y | +6.7% | +74.7% | -68.0% | -53.0% |
| 5Y | +81.5% | +66.1% | +15.4% | -16.0% |
| 10Y | -27.9% | +225.0% | -252.9% | -86.4% |
| All | -65.5% | +374.2% | -439.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling