-71.5%
NOV vs VT
+346.0%
-417.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.6% |
| 7D | -9.0% | -2.3% | -6.7% | -6.0% |
| 30D | -5.7% | -5.0% | -0.7% | +1.1% |
| 3M | -11.4% | -4.9% | -6.5% | -5.2% |
| 6M | -11.8% | -1.5% | -10.3% | -10.8% |
| YTD | +14.4% | +8.5% | +5.9% | -0.3% |
| 1Y | +16.8% | +11.4% | +5.5% | -1.9% |
| 3Y | -5.1% | +70.1% | -75.2% | -56.7% |
| 5Y | +32.2% | +53.7% | -21.5% | -31.8% |
| 10Y | -37.6% | +220.0% | -257.6% | -88.1% |
| All | -71.5% | +346.0% | -417.6% | -96.6% |
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