+136.8%
NVEC vs VT
+223.7%
-86.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +2.5% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | -28.7% | -2.6% | -26.1% | -25.5% |
| 3M | -35.5% | -3.2% | -32.3% | -32.1% |
| 6M | -8.2% | +0.9% | -9.1% | -7.0% |
| YTD | +41.7% | +11.3% | +30.4% | +29.1% |
| 1Y | +29.4% | +14.0% | +15.4% | +14.9% |
| 3Y | +35.9% | +75.8% | -39.9% | -22.7% |
| 5Y | +48.1% | +57.8% | -9.7% | -5.8% |
| 10Y | +136.8% | +219.8% | -83.0% | -25.9% |
| All | +136.8% | +223.7% | -86.9% | -25.9% |
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