+105.1%
NVRI vs VT
+221.8%
-116.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.5% |
| 7D | +5.8% | +2.4% | +3.4% | +1.7% |
| 30D | +29.5% | -1.5% | +31.0% | +31.7% |
| 3M | +25.7% | -4.1% | +29.8% | +34.1% |
| 6M | +29.5% | +0.6% | +29.0% | +26.5% |
| YTD | +40.8% | +11.0% | +29.8% | +14.1% |
| 1Y | +92.0% | +13.3% | +78.7% | +50.2% |
| 3Y | +341.9% | +73.4% | +268.5% | +71.6% |
| 5Y | +67.4% | +57.4% | +10.0% | -21.5% |
| All | +105.1% | +221.8% | -116.6% | -70.5% |
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