-100.0%
NVNI vs VT
+59.5%
-159.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -40.1% | -0.9% | -39.2% | -39.8% |
| 7D | -80.0% | -1.9% | -78.1% | -79.7% |
| 30D | -96.5% | +1.7% | -98.2% | -96.6% |
| 3M | -96.5% | +1.7% | -98.2% | -96.6% |
| 6M | -96.9% | +6.0% | -103.0% | -97.0% |
| YTD | -98.5% | +12.1% | -110.6% | -98.6% |
| 1Y | -99.1% | +15.8% | -114.9% | -99.1% |
| 3Y | -99.9% | +76.3% | -176.2% | -99.9% |
| All | -100.0% | +59.5% | -159.5% | -100.0% |
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 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