+1,934.0%
VRT vs NVT
+401.1%
+1,532.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.0% |
| 7D | +10.5% | +8.0% | +2.5% | +4.0% |
| 30D | -9.3% | -24.8% | +15.5% | +14.8% |
| 3M | -29.6% | -32.4% | +2.8% | -2.9% |
| 6M | -45.4% | -33.5% | -11.9% | -22.5% |
| YTD | +24.8% | +13.2% | +11.6% | +15.7% |
| 1Y | +23.6% | +9.0% | +14.6% | +18.6% |
| 3Y | +379.7% | +129.4% | +250.3% | +184.5% |
| 5Y | +660.3% | +230.1% | +430.3% | +271.8% |
| All | +1,934.0% | +401.1% | +1,532.9% | +552.2% |
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 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