+150.4%
VT vs NVT
+477.1%
-326.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -0.1% | -13.0% | +12.8% | +3.3% |
| 30D | -3.1% | -32.7% | +29.6% | +7.8% |
| 3M | -3.5% | -30.6% | +27.1% | +5.6% |
| 6M | +0.5% | -33.6% | +34.1% | +10.5% |
| YTD | +10.8% | +11.0% | -0.2% | +1.8% |
| 1Y | +11.9% | +0.8% | +11.1% | +5.9% |
| 3Y | +73.0% | +125.7% | -52.7% | +17.0% |
| 5Y | +58.6% | +231.1% | -172.5% | -9.3% |
| All | +150.4% | +477.1% | -326.7% | +11.2% |
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