+644.6%
VRT vs NVT
+193.5%
+451.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | -0.8% |
| 7D | +13.6% | +10.4% | +3.3% | +2.3% |
| 30D | +6.8% | -1.3% | +8.1% | +7.9% |
| 3M | -3.2% | -0.6% | -2.6% | -1.6% |
| 6M | +20.3% | +53.8% | -33.4% | -24.7% |
| YTD | +79.6% | +60.2% | +19.4% | +6.7% |
| 1Y | +139.0% | +76.8% | +62.2% | +27.1% |
| 3Y | +644.6% | +191.2% | +453.4% | +138.7% |
| All | +644.6% | +193.5% | +451.1% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling