+501.8%
VRT vs NVD
-98.6%
+600.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.0% | -7.5% | +5.5% |
| 7D | +18.6% | +17.0% | +1.6% | +27.6% |
| 30D | -11.7% | +77.3% | -88.9% | +18.0% |
| 3M | -27.3% | +61.6% | -88.9% | -4.5% |
| 6M | -42.9% | +40.7% | -83.5% | -25.4% |
| YTD | +29.5% | -10.5% | +40.0% | +47.0% |
| 1Y | +21.0% | -6.1% | +27.2% | +43.3% |
| 3Y | +403.1% | -98.4% | +501.5% | +137.8% |
| All | +501.8% | -98.6% | +600.4% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling