+1,132.7%
NVR vs VT
+374.2%
+758.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.5% | +0.4% | -2.0% | -1.9% |
| 30D | -1.1% | +1.0% | -2.0% | -1.8% |
| 3M | +2.0% | +2.4% | -0.4% | -0.2% |
| 6M | -13.1% | +12.0% | -25.1% | -21.1% |
| YTD | -13.6% | +15.3% | -29.0% | -23.6% |
| 1Y | -25.1% | +22.6% | -47.7% | -37.1% |
| 3Y | -3.2% | +74.7% | -77.9% | -39.9% |
| 5Y | +23.5% | +66.1% | -42.7% | -19.6% |
| 10Y | +271.4% | +225.0% | +46.4% | +45.5% |
| All | +1,132.7% | +374.2% | +758.5% | +275.9% |
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