+151.6%
VT vs NVT
+487.2%
-335.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +0.3% |
| 7D | +0.4% | -7.5% | +7.9% | +1.9% |
| 30D | -2.6% | -31.5% | +28.9% | +7.8% |
| 3M | -3.2% | -30.4% | +27.2% | +5.8% |
| 6M | +0.9% | -32.5% | +33.4% | +10.4% |
| YTD | +11.3% | +12.9% | -1.6% | +1.8% |
| 1Y | +14.0% | +3.7% | +10.3% | +6.9% |
| 3Y | +75.8% | +135.8% | -59.9% | +17.1% |
| 5Y | +57.8% | +232.7% | -174.8% | -9.8% |
| All | +151.6% | +487.2% | -335.6% | +11.1% |
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