+538.1%
NOVT vs VT
+374.2%
+163.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.3% | +0.4% | +3.9% | +3.9% |
| 30D | -3.1% | +1.0% | -4.1% | -4.0% |
| 3M | -10.1% | +2.4% | -12.5% | -11.7% |
| 6M | +5.5% | +12.0% | -6.5% | -4.6% |
| YTD | +24.7% | +15.3% | +9.3% | +9.7% |
| 1Y | +28.6% | +22.6% | +6.0% | +7.4% |
| 3Y | -11.8% | +74.7% | -86.5% | -45.3% |
| 5Y | -2.9% | +66.1% | -69.0% | -35.6% |
| 10Y | +772.7% | +225.0% | +547.7% | +256.0% |
| All | +538.1% | +374.2% | +163.9% | +133.3% |
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