+405.0%
NOVT vs VT
+357.8%
+47.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.2% |
| 7D | -10.9% | +2.9% | -13.8% | -13.2% |
| 30D | -19.3% | -2.5% | -16.8% | -16.9% |
| 3M | -29.7% | -3.3% | -26.4% | -26.8% |
| 6M | -26.2% | +1.5% | -27.8% | -26.4% |
| YTD | -1.3% | +11.4% | -12.7% | -9.5% |
| 1Y | +6.4% | +11.9% | -5.5% | -2.8% |
| 3Y | -4.7% | +73.9% | -78.6% | -40.2% |
| 5Y | -28.5% | +57.9% | -86.3% | -50.0% |
| 10Y | +506.8% | +222.6% | +284.2% | +152.9% |
| All | +405.0% | +357.8% | +47.2% | +92.4% |
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