+165.3%
NULV vs VT
+217.6%
-52.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +1.6% | +1.0% | +0.7% | +0.8% |
| 3M | +5.1% | +2.4% | +2.7% | +2.7% |
| 6M | +13.4% | +12.0% | +1.4% | +2.4% |
| YTD | +19.7% | +15.3% | +4.3% | +5.2% |
| 1Y | +27.0% | +22.6% | +4.4% | +5.7% |
| 3Y | +62.7% | +74.7% | -12.0% | -1.9% |
| 5Y | +56.8% | +66.1% | -9.4% | -1.6% |
| All | +165.3% | +217.6% | -52.3% | +0.5% |
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