+751.2%
NVT vs VFC
-77.2%
+828.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.8% |
| 7D | +10.4% | +0.8% | +9.5% | +10.0% |
| 30D | -1.3% | -11.9% | +10.7% | +2.6% |
| 3M | -0.6% | -20.2% | +19.5% | +5.3% |
| 6M | +53.8% | -23.0% | +76.7% | +63.7% |
| YTD | +60.2% | -26.2% | +86.4% | +72.0% |
| 1Y | +76.8% | -13.3% | +90.1% | +77.6% |
| 3Y | +191.2% | -25.5% | +216.7% | +163.4% |
| 5Y | +430.9% | -78.1% | +509.1% | +795.0% |
| All | +751.2% | -77.2% | +828.4% | +1,456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling