-82.3%
NVAX vs VT
+356.5%
-438.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.2% |
| 7D | -20.9% | +2.4% | -23.2% | -23.4% |
| 30D | -32.5% | -1.5% | -31.0% | -30.5% |
| 3M | +4.8% | -4.1% | +8.9% | +12.4% |
| 6M | -7.6% | +0.6% | -8.1% | -7.1% |
| YTD | +26.9% | +11.0% | +15.9% | +12.5% |
| 1Y | +20.8% | +13.3% | +7.5% | +4.3% |
| 3Y | +36.0% | +73.4% | -37.3% | -32.0% |
| 5Y | -95.0% | +57.4% | -152.4% | -96.9% |
| 10Y | -69.3% | +221.7% | -291.0% | -92.6% |
| All | -82.3% | +356.5% | -438.8% | -97.1% |
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