+750.3%
NVT vs VTEB
+18.6%
+731.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.3% |
| 7D | +4.1% | -0.9% | +5.0% | +5.1% |
| 30D | -5.1% | -2.5% | -2.6% | -2.6% |
| 3M | -1.2% | -3.0% | +1.8% | +2.0% |
| 6M | +46.6% | -2.1% | +48.7% | +50.1% |
| YTD | +60.0% | -1.5% | +61.5% | +62.9% |
| 1Y | +70.8% | +0.2% | +70.6% | +71.1% |
| 3Y | +187.5% | +8.6% | +179.0% | +163.2% |
| 5Y | +426.1% | +1.2% | +424.9% | +421.6% |
| All | +750.3% | +18.6% | +731.6% | +1,141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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