+2,672.5%
NVDL vs VT
+88.7%
+2,583.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -2.1% |
| 7D | +7.3% | +1.0% | +6.3% | +3.5% |
| 30D | -0.7% | -0.2% | -0.5% | +0.9% |
| 3M | +9.5% | +4.5% | +4.9% | -5.0% |
| 6M | +41.6% | +14.1% | +27.6% | -10.3% |
| YTD | +23.3% | +14.8% | +8.6% | -23.2% |
| 1Y | +40.3% | +21.2% | +19.1% | -28.0% |
| 3Y | +692.2% | +76.6% | +615.6% | +49.5% |
| All | +2,672.5% | +88.7% | +2,583.8% | +322.8% |
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 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