-26.7%
NOVT vs VT
+59.8%
-86.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -2.2% |
| 7D | -15.1% | -0.7% | -14.4% | -13.7% |
| 30D | -15.0% | -1.7% | -13.2% | -12.0% |
| 3M | -26.5% | -2.3% | -24.2% | -23.0% |
| 6M | -11.9% | +1.5% | -13.4% | -12.9% |
| YTD | +3.6% | +12.0% | -8.4% | -12.0% |
| 1Y | +15.5% | +12.9% | +2.6% | -3.0% |
| 3Y | 0.0% | +74.9% | -74.9% | -55.2% |
| 5Y | -26.7% | +59.9% | -86.6% | -61.9% |
| All | -26.7% | +59.8% | -86.5% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling