-44.1%
VG vs NVT
+54.3%
-98.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.0% |
| 7D | +15.1% | +17.4% | -2.3% | +10.1% |
| 30D | -4.2% | -28.4% | +24.2% | +3.8% |
| 3M | -3.1% | -32.4% | +29.3% | +6.0% |
| 6M | +0.3% | -32.2% | +32.5% | +8.3% |
| YTD | +95.5% | +14.0% | +81.5% | +55.4% |
| 1Y | +64.4% | +4.3% | +60.2% | +38.2% |
| All | -44.1% | +54.3% | -98.4% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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