-9.9%
NVST vs VT
+130.6%
-140.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | +7.1% | -2.3% | +9.4% | +10.4% |
| 30D | +9.2% | -5.0% | +14.2% | +16.3% |
| 3M | -8.1% | -4.9% | -3.2% | -2.4% |
| 6M | -7.0% | -1.5% | -5.5% | -5.6% |
| YTD | +15.9% | +8.5% | +7.5% | +5.7% |
| 1Y | +29.2% | +11.4% | +17.8% | +14.3% |
| 3Y | +18.0% | +70.1% | -52.1% | -34.3% |
| 5Y | -41.9% | +53.7% | -95.7% | -63.6% |
| All | -9.9% | +130.6% | -140.6% | -65.1% |
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