+750.3%
NVT vs VYM
+150.0%
+600.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +4.0% | +3.7% |
| 7D | +4.1% | -0.8% | +4.9% | +5.3% |
| 30D | -5.1% | -2.2% | -2.9% | -2.0% |
| 3M | -1.2% | +3.1% | -4.2% | -5.5% |
| 6M | +46.6% | +9.7% | +36.9% | +28.7% |
| YTD | +60.0% | +14.9% | +45.1% | +31.7% |
| 1Y | +70.8% | +17.6% | +53.2% | +36.3% |
| 3Y | +187.5% | +65.3% | +122.2% | +45.3% |
| 5Y | +426.1% | +78.7% | +347.4% | +140.8% |
| All | +750.3% | +150.0% | +600.2% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling