+265.8%
NVDY vs VT
+80.8%
+185.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +1.1% |
| 7D | -12.7% | -0.7% | -12.0% | -11.6% |
| 30D | -21.3% | -1.7% | -19.5% | -18.9% |
| 3M | -17.8% | -2.3% | -15.5% | -14.6% |
| 6M | -17.9% | +1.5% | -19.4% | -19.5% |
| YTD | -5.6% | +12.0% | -17.7% | -21.1% |
| 1Y | -5.8% | +12.9% | -18.7% | -22.2% |
| 3Y | +178.2% | +74.9% | +103.2% | +21.8% |
| All | +265.8% | +80.8% | +185.0% | +54.0% |
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