+1,732.3%
VRT vs NVDL
+2,476.2%
-743.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -8.4% | -10.3% | +2.0% | -4.1% |
| 30D | -10.9% | -7.1% | -3.7% | -8.8% |
| 3M | -13.7% | +6.6% | -20.3% | -17.1% |
| 6M | -4.1% | +21.1% | -25.2% | -15.1% |
| YTD | +58.7% | +15.2% | +43.5% | +42.3% |
| 1Y | +89.6% | +18.8% | +70.8% | +65.3% |
| 3Y | +558.1% | +649.9% | -91.8% | +153.6% |
| All | +1,732.3% | +2,476.2% | -743.8% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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