+750.3%
NVT vs ITOT
+208.8%
+541.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.5% |
| 7D | +4.1% | -0.9% | +5.0% | +5.4% |
| 30D | -5.1% | -1.5% | -3.7% | -3.2% |
| 3M | -1.2% | +3.6% | -4.7% | -5.2% |
| 6M | +46.6% | +13.7% | +32.9% | +25.2% |
| YTD | +60.0% | +12.9% | +47.1% | +38.2% |
| 1Y | +70.8% | +17.2% | +53.6% | +41.4% |
| 3Y | +187.5% | +75.6% | +111.9% | +47.9% |
| 5Y | +426.1% | +75.5% | +350.7% | +170.7% |
| All | +750.3% | +208.8% | +541.5% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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