+500.2%
NVT vs VT
+148.5%
+351.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +4.0% |
| 7D | -7.5% | +0.4% | -7.9% | -7.7% |
| 30D | -31.5% | -2.6% | -28.9% | -28.3% |
| 3M | -30.4% | -3.2% | -27.2% | -26.2% |
| 6M | -32.5% | +0.9% | -33.4% | -32.0% |
| YTD | +12.9% | +11.3% | +1.6% | -0.2% |
| 1Y | +3.7% | +14.0% | -10.3% | -11.0% |
| 3Y | +135.8% | +75.8% | +59.9% | +16.3% |
| 5Y | +232.7% | +57.8% | +174.8% | +91.2% |
| All | +500.2% | +148.5% | +351.7% | +87.4% |
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