+612.1%
VRT vs NVD
-99.1%
+711.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.5% | -10.1% | -3.7% |
| 7D | -7.7% | +9.0% | -16.7% | -4.0% |
| 30D | -12.0% | -5.5% | -6.5% | -12.6% |
| 3M | -11.7% | -24.6% | +12.9% | -17.4% |
| 6M | -8.1% | -42.1% | +34.0% | -20.3% |
| YTD | +53.2% | -44.3% | +97.6% | +35.0% |
| 1Y | +81.7% | -54.2% | +135.8% | +55.0% |
| 3Y | +535.3% | -99.1% | +634.4% | +119.6% |
| All | +612.1% | -99.1% | +711.3% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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