+305.2%
NVA vs VT
+41.9%
+263.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -6.5% |
| 7D | -11.2% | +2.9% | -14.1% | -15.0% |
| 30D | -12.2% | -2.5% | -9.7% | -7.8% |
| 3M | -29.0% | -3.3% | -25.7% | -24.3% |
| 6M | -39.6% | +1.5% | -41.1% | -39.8% |
| YTD | -36.3% | +11.4% | -47.6% | -42.2% |
| 1Y | -65.0% | +11.9% | -77.0% | -68.3% |
| All | +305.2% | +41.9% | +263.4% | +212.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling