+2,723.0%
VRT vs NVT
+580.5%
+2,142.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +2.2% |
| 7D | +9.1% | +5.1% | +4.0% | +4.9% |
| 30D | +0.9% | -3.7% | +4.6% | +4.0% |
| 3M | -13.4% | -10.1% | -3.2% | -4.1% |
| 6M | +11.7% | +37.5% | -25.8% | -12.2% |
| YTD | +73.2% | +53.7% | +19.5% | +24.8% |
| 1Y | +123.4% | +70.9% | +52.6% | +49.1% |
| 3Y | +606.2% | +180.4% | +425.8% | +248.7% |
| 5Y | +899.9% | +393.5% | +506.4% | +262.2% |
| All | +2,723.0% | +580.5% | +2,142.5% | +603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling