+275.7%
NVR vs VT
+222.7%
+53.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | -9.4% | +2.9% | -12.2% | -11.9% |
| 30D | +0.3% | -2.5% | +2.8% | +2.6% |
| 3M | -7.6% | -3.3% | -4.3% | -4.8% |
| 6M | +0.3% | +1.5% | -1.2% | -1.9% |
| YTD | -20.3% | +11.4% | -31.6% | -29.3% |
| 1Y | -20.2% | +11.9% | -32.1% | -29.6% |
| 3Y | -3.7% | +73.9% | -77.5% | -47.2% |
| 5Y | +10.7% | +57.9% | -47.2% | -32.6% |
| All | +275.7% | +222.7% | +53.0% | +12.6% |
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