-10.7%
NVST vs VT
+130.1%
-140.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -3.4% |
| 7D | +1.4% | -4.2% | +5.6% | +7.0% |
| 30D | +7.3% | -5.8% | +13.1% | +15.3% |
| 3M | -12.8% | -5.2% | -7.6% | -7.0% |
| 6M | -4.7% | +0.1% | -4.8% | -5.1% |
| YTD | +15.0% | +8.2% | +6.7% | +5.1% |
| 1Y | +23.9% | +10.1% | +13.7% | +11.1% |
| 3Y | +12.9% | +69.7% | -56.7% | -36.9% |
| 5Y | -42.4% | +53.4% | -95.8% | -63.8% |
| All | -10.7% | +130.1% | -140.8% | -65.3% |
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