-46.6%
VG vs NVT
+55.9%
-102.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.7% | +4.5% |
| 7D | +5.5% | +3.5% | +2.0% | +4.3% |
| 30D | -3.6% | -28.2% | +24.6% | +4.4% |
| 3M | -4.0% | -30.1% | +26.1% | +4.1% |
| 6M | +9.4% | -32.5% | +41.9% | +18.4% |
| YTD | +86.6% | +15.2% | +71.4% | +48.0% |
| 1Y | +69.5% | +7.2% | +62.3% | +40.5% |
| All | -46.6% | +55.9% | -102.5% | -69.1% |
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