+322.5%
NVR vs VT
+214.8%
+107.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +4.6% |
| 7D | +6.6% | -4.2% | +10.7% | +11.0% |
| 30D | +6.1% | -5.8% | +11.9% | +12.3% |
| 3M | +0.8% | -5.2% | +6.0% | +6.0% |
| 6M | +6.8% | +0.1% | +6.7% | +6.0% |
| YTD | -12.0% | +8.2% | -20.3% | -19.7% |
| 1Y | -10.7% | +10.1% | -20.8% | -19.9% |
| 3Y | +8.9% | +69.7% | -60.8% | -38.8% |
| 5Y | +26.0% | +53.4% | -27.3% | -21.0% |
| All | +322.5% | +214.8% | +107.7% | +32.2% |
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