+363.9%
NVEC vs VT
+345.0%
+18.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -5.6% |
| 7D | -12.0% | -4.2% | -7.8% | -8.0% |
| 30D | -38.1% | -5.8% | -32.3% | -33.7% |
| 3M | -43.1% | -5.2% | -37.8% | -39.3% |
| 6M | -13.4% | +0.1% | -13.5% | -11.8% |
| YTD | +25.9% | +8.2% | +17.7% | +19.4% |
| 1Y | +11.0% | +10.1% | +0.9% | +3.6% |
| 3Y | +17.5% | +69.7% | -52.2% | -25.6% |
| 5Y | +29.4% | +53.4% | -24.0% | -10.6% |
| 10Y | +115.9% | +219.2% | -103.4% | -22.9% |
| All | +363.9% | +345.0% | +18.9% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling