+127.3%
NVEC vs VT
+221.8%
-94.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.5% |
| 7D | +6.7% | +2.4% | +4.3% | +4.0% |
| 30D | -21.2% | -1.5% | -19.7% | -18.8% |
| 3M | -29.4% | -4.1% | -25.3% | -24.8% |
| 6M | -12.4% | +0.6% | -12.9% | -10.9% |
| YTD | +43.3% | +11.0% | +32.3% | +30.9% |
| 1Y | +34.3% | +13.3% | +20.9% | +20.0% |
| 3Y | +38.7% | +73.4% | -34.7% | -19.9% |
| 5Y | +46.3% | +57.4% | -11.1% | -6.7% |
| All | +127.3% | +221.8% | -94.5% | -31.0% |
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