+750.3%
NVT vs VFC
-77.1%
+827.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.3% | +3.3% |
| 7D | +4.1% | -1.4% | +5.5% | +4.5% |
| 30D | -5.1% | -9.0% | +3.8% | -2.4% |
| 3M | -1.2% | -24.2% | +23.0% | +6.4% |
| 6M | +46.6% | -18.5% | +65.1% | +53.4% |
| YTD | +60.0% | -25.9% | +85.9% | +71.7% |
| 1Y | +70.8% | -13.0% | +83.8% | +71.5% |
| 3Y | +187.5% | -20.3% | +207.9% | +152.3% |
| 5Y | +426.1% | -78.1% | +504.2% | +787.8% |
| All | +750.3% | -77.1% | +827.3% | +1,453.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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