+81.7%
VRT vs NVT
+66.6%
+15.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -3.5% |
| 7D | -7.7% | +2.0% | -9.7% | -9.2% |
| 30D | -12.0% | -7.2% | -4.8% | -5.1% |
| 3M | -11.7% | -0.9% | -10.8% | -8.9% |
| 6M | -8.1% | +42.6% | -50.7% | -33.0% |
| YTD | +53.2% | +52.9% | +0.3% | +3.1% |
| 1Y | +81.7% | +64.5% | +17.2% | +8.6% |
| All | +81.7% | +66.6% | +15.0% | +8.6% |
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