-99.9%
NVNO vs VT
+147.8%
-247.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -5.9% |
| 7D | -8.3% | +2.4% | -10.7% | -10.5% |
| 30D | -16.6% | -1.5% | -15.1% | -15.3% |
| 3M | -43.2% | -4.1% | -39.0% | -40.6% |
| 6M | -34.7% | +0.6% | -35.3% | -35.1% |
| YTD | -45.1% | +11.0% | -56.1% | -51.2% |
| 1Y | -73.0% | +13.3% | -86.4% | -76.4% |
| 3Y | -95.9% | +73.4% | -169.2% | -97.5% |
| 5Y | -97.8% | +57.4% | -155.2% | -98.5% |
| All | -99.9% | +147.8% | -247.7% | -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