-99.8%
NVNO vs VT
+157.4%
-257.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +6.4% | +0.4% | +6.0% | +5.9% |
| 30D | +3.3% | +1.0% | +2.4% | +2.3% |
| 3M | +6.4% | +2.4% | +4.0% | +3.7% |
| 6M | +6.1% | +12.0% | -5.9% | -6.3% |
| YTD | +1.8% | +15.3% | -13.5% | -13.0% |
| 1Y | -58.6% | +22.6% | -81.2% | -66.4% |
| 3Y | -93.5% | +74.7% | -168.1% | -96.2% |
| 5Y | -96.0% | +66.1% | -162.1% | -97.5% |
| All | -99.8% | +157.4% | -257.2% | -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 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