-99.0%
NVX vs VT
+64.3%
-163.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -1.9% |
| 7D | +1.4% | +0.4% | +1.0% | +0.1% |
| 30D | -12.7% | -2.6% | -10.1% | -8.6% |
| 3M | -46.4% | -3.2% | -43.2% | -43.3% |
| 6M | -69.1% | +0.9% | -70.0% | -69.2% |
| YTD | -78.4% | +11.3% | -89.7% | -81.5% |
| 1Y | -81.5% | +14.0% | -95.5% | -84.7% |
| 3Y | -88.8% | +75.8% | -164.6% | -95.6% |
| All | -99.0% | +64.3% | -163.3% | -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