+151.7%
VT vs NVT
+492.6%
-340.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.3% |
| 7D | +2.9% | +17.4% | -14.5% | -2.1% |
| 30D | -2.5% | -28.4% | +25.8% | +6.4% |
| 3M | -3.3% | -32.4% | +29.1% | +6.7% |
| 6M | +1.5% | -32.2% | +33.7% | +10.9% |
| YTD | +11.4% | +14.0% | -2.6% | +1.5% |
| 1Y | +11.9% | +4.3% | +7.6% | +4.8% |
| 3Y | +73.9% | +131.7% | -57.9% | +16.6% |
| 5Y | +57.9% | +232.4% | -174.5% | -9.7% |
| All | +151.7% | +492.6% | -340.9% | +10.9% |
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