-62.9%
NVTX vs VT
+17.0%
-79.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -0.6% |
| 7D | +11.6% | -0.1% | +11.7% | +23.7% |
| 30D | -35.7% | -3.1% | -32.6% | -0.2% |
| 3M | -61.0% | -3.5% | -57.5% | -34.3% |
| 6M | -88.1% | +0.5% | -88.6% | -81.0% |
| YTD | -58.3% | +10.8% | -69.1% | -64.4% |
| 1Y | -79.4% | +11.9% | -91.3% | -83.0% |
| All | -62.9% | +17.0% | -79.9% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling