-98.8%
NVD vs VT
+72.6%
-171.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +18.6% |
| 7D | +23.8% | +0.4% | +23.4% | +25.7% |
| 30D | +57.0% | -2.6% | +59.6% | +43.5% |
| 3M | +41.6% | -3.2% | +44.8% | +28.2% |
| 6M | +17.6% | +0.9% | +16.6% | +31.6% |
| YTD | -21.4% | +11.3% | -32.7% | +35.4% |
| 1Y | -23.3% | +14.0% | -37.3% | +48.1% |
| 3Y | -98.7% | +75.8% | -174.5% | -81.3% |
| All | -98.8% | +72.6% | -171.4% | -82.9% |
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