+513.4%
VGT vs NVT
+731.8%
-218.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | -0.7% |
| 7D | -0.2% | +4.1% | -4.2% | -1.9% |
| 30D | -0.4% | -5.1% | +4.7% | +1.3% |
| 3M | +4.4% | -1.2% | +5.6% | +3.9% |
| 6M | +32.1% | +46.6% | -14.5% | +10.8% |
| YTD | +28.8% | +60.0% | -31.2% | +3.7% |
| 1Y | +35.3% | +70.8% | -35.4% | +5.4% |
| 3Y | +124.8% | +187.5% | -62.8% | +34.5% |
| 5Y | +137.9% | +426.1% | -288.2% | +9.5% |
| All | +513.4% | +731.8% | -218.4% | +125.7% |
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