-20.4%
NOVTU vs VT
+1.2%
-21.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.9% |
| 7D | -10.7% | +2.4% | -13.0% | -13.9% |
| 30D | -13.1% | -1.5% | -11.6% | -10.5% |
| 3M | -25.6% | -4.1% | -21.5% | -19.8% |
| 6M | -20.4% | +0.6% | -21.0% | -19.8% |
| All | -20.4% | +1.2% | -21.6% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling