-99.9%
NVNO vs VT
+150.1%
-249.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | -0.1% |
| 7D | -6.9% | -0.7% | -6.2% | -6.3% |
| 30D | -20.0% | -1.7% | -18.3% | -18.5% |
| 3M | -41.4% | -2.3% | -39.1% | -39.9% |
| 6M | -34.0% | +1.5% | -35.5% | -35.0% |
| YTD | -42.0% | +12.0% | -54.0% | -48.9% |
| 1Y | -73.2% | +12.9% | -86.0% | -76.5% |
| 3Y | -95.9% | +74.9% | -170.8% | -97.6% |
| 5Y | -97.7% | +59.9% | -157.6% | -98.5% |
| All | -99.9% | +150.1% | -249.9% | -99.9% |
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