-99.9%
NVNO vs VT
+147.3%
-247.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.4% | -5.3% |
| 7D | -10.1% | -0.1% | -10.0% | -10.2% |
| 30D | -26.3% | -3.1% | -23.2% | -23.8% |
| 3M | -36.5% | -3.5% | -33.0% | -34.0% |
| 6M | -35.1% | +0.5% | -35.6% | -35.4% |
| YTD | -42.6% | +10.8% | -53.4% | -48.8% |
| 1Y | -72.0% | +11.9% | -83.8% | -75.2% |
| 3Y | -95.9% | +73.0% | -168.9% | -97.6% |
| 5Y | -97.8% | +58.6% | -156.4% | -98.6% |
| All | -99.9% | +147.3% | -247.1% | -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