+420.3%
NVT vs VYM
+77.5%
+342.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +4.0% | +3.6% |
| 7D | +4.1% | -0.8% | +4.9% | +5.4% |
| 30D | -5.1% | -2.2% | -2.9% | -1.8% |
| 3M | -1.2% | +3.1% | -4.2% | -5.7% |
| 6M | +46.6% | +9.7% | +36.9% | +27.8% |
| YTD | +60.0% | +14.9% | +45.1% | +30.4% |
| 1Y | +70.8% | +17.6% | +53.2% | +34.8% |
| 3Y | +187.5% | +65.3% | +122.2% | +42.9% |
| All | +420.3% | +77.5% | +342.8% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling