-99.0%
NVX vs VT
+64.3%
-163.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.6% |
| 7D | -4.5% | +2.9% | -7.4% | -9.3% |
| 30D | -9.0% | -2.5% | -6.5% | -4.9% |
| 3M | -50.5% | -3.3% | -47.1% | -47.5% |
| 6M | -67.8% | +1.5% | -69.3% | -68.3% |
| YTD | -78.9% | +11.4% | -90.3% | -82.0% |
| 1Y | -81.9% | +11.9% | -93.9% | -84.6% |
| 3Y | -88.6% | +73.9% | -162.5% | -95.4% |
| All | -99.0% | +64.3% | -163.4% | -99.5% |
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