+505.8%
NVT vs VT
+148.6%
+357.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.2% |
| 7D | +17.4% | +2.9% | +14.5% | +12.9% |
| 30D | -28.4% | -2.5% | -25.8% | -25.0% |
| 3M | -32.4% | -3.3% | -29.1% | -28.2% |
| 6M | -32.2% | +1.5% | -33.7% | -32.2% |
| YTD | +14.0% | +11.4% | +2.6% | +0.8% |
| 1Y | +4.3% | +11.9% | -7.6% | -8.1% |
| 3Y | +131.7% | +73.9% | +57.9% | +16.1% |
| 5Y | +232.4% | +57.9% | +174.5% | +91.0% |
| All | +505.8% | +148.6% | +357.2% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling