+123.4%
VRT vs NVT
+73.8%
+49.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +1.8% |
| 7D | +9.1% | +5.1% | +4.0% | +3.9% |
| 30D | +0.9% | -3.7% | +4.6% | +4.6% |
| 3M | -13.4% | -10.1% | -3.2% | -2.6% |
| 6M | +11.7% | +37.5% | -25.8% | -16.2% |
| YTD | +73.2% | +53.7% | +19.5% | +14.8% |
| 1Y | +123.4% | +70.9% | +52.6% | +23.2% |
| All | +123.4% | +73.8% | +49.6% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling