-7.5%
NVST vs VT
+135.5%
-143.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +4.3% | -0.1% | +4.5% | +4.9% |
| 30D | +12.3% | -3.1% | +15.4% | +16.8% |
| 3M | -8.3% | -3.5% | -4.8% | -4.3% |
| 6M | +6.6% | +0.5% | +6.1% | +5.6% |
| YTD | +19.0% | +10.8% | +8.2% | +5.9% |
| 1Y | +28.9% | +11.9% | +17.0% | +13.4% |
| 3Y | +19.8% | +73.0% | -53.2% | -34.6% |
| 5Y | -40.0% | +58.6% | -98.7% | -63.8% |
| All | -7.5% | +135.5% | -143.1% | -65.0% |
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