+132.7%
NVRI vs VT
+221.4%
-88.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.8% |
| 7D | +6.0% | +1.0% | +4.9% | +4.2% |
| 30D | +5.7% | -0.2% | +5.9% | +6.2% |
| 3M | +17.3% | +4.5% | +12.8% | +8.0% |
| 6M | +32.1% | +14.1% | +18.1% | +3.7% |
| YTD | +30.1% | +14.8% | +15.4% | +0.5% |
| 1Y | +100.5% | +21.2% | +79.3% | +41.0% |
| 3Y | +213.4% | +76.6% | +136.9% | +19.4% |
| 5Y | +30.4% | +66.6% | -36.2% | -44.1% |
| 10Y | +132.7% | +222.3% | -89.5% | -64.9% |
| All | +132.7% | +221.4% | -88.7% | -64.9% |
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 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