-61.0%
NVTX vs VT
+17.6%
-78.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +2.6% | +20.1% | -0.5% |
| 7D | +36.3% | +0.4% | +35.9% | +44.3% |
| 30D | -32.4% | -2.6% | -29.8% | +0.5% |
| 3M | -63.4% | -3.2% | -60.2% | -39.8% |
| 6M | -87.5% | +0.9% | -88.5% | -80.9% |
| YTD | -56.2% | +11.3% | -67.5% | -64.1% |
| 1Y | -68.5% | +14.0% | -82.5% | -78.0% |
| All | -61.0% | +17.6% | -78.6% | -79.1% |
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