+457.1%
NVT vs VT
+142.2%
+314.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.7% | +7.6% |
| 7D | -15.7% | -2.3% | -13.4% | -12.6% |
| 30D | -36.6% | -5.0% | -31.6% | -31.3% |
| 3M | -34.8% | -4.9% | -30.0% | -29.3% |
| 6M | -38.2% | -1.5% | -36.7% | -35.6% |
| YTD | +4.8% | +8.5% | -3.7% | -4.0% |
| 1Y | -2.8% | +11.4% | -14.2% | -13.8% |
| 3Y | +119.5% | +70.1% | +49.5% | +13.4% |
| 5Y | +204.7% | +53.7% | +151.0% | +81.6% |
| All | +457.1% | +142.2% | +314.9% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling