+654.4%
VRT vs NVT
+226.5%
+427.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.9% |
| 7D | +10.5% | +8.0% | +2.5% | +2.0% |
| 30D | -9.3% | -24.8% | +15.5% | +22.4% |
| 3M | -29.6% | -32.4% | +2.8% | +5.9% |
| 6M | -45.4% | -33.5% | -11.9% | -15.3% |
| YTD | +24.8% | +13.2% | +11.6% | +5.0% |
| 1Y | +23.6% | +9.0% | +14.6% | +8.9% |
| 3Y | +379.7% | +129.4% | +250.3% | +83.6% |
| All | +654.4% | +226.5% | +427.9% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling