+750.3%
NVT vs VSH
+115.8%
+634.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.5% | +1.6% |
| 7D | +4.1% | +4.8% | -0.7% | +1.6% |
| 30D | -5.1% | -0.7% | -4.4% | -5.0% |
| 3M | -1.2% | -43.1% | +41.9% | +27.3% |
| 6M | +46.6% | +91.8% | -45.2% | -3.4% |
| YTD | +60.0% | +131.6% | -71.6% | -5.3% |
| 1Y | +70.8% | +118.1% | -47.3% | +3.1% |
| 3Y | +187.5% | +40.9% | +146.7% | +107.2% |
| 5Y | +426.1% | +75.8% | +350.4% | +220.8% |
| All | +750.3% | +115.8% | +634.4% | +358.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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