+153.2%
VT vs NVT
+498.9%
-345.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.6% | 0.0% |
| 7D | -0.7% | +3.5% | -4.2% | -2.0% |
| 30D | -1.7% | -28.2% | +26.4% | +7.2% |
| 3M | -2.3% | -30.1% | +27.7% | +6.7% |
| 6M | +1.5% | -32.5% | +34.0% | +11.1% |
| YTD | +12.0% | +15.2% | -3.2% | +1.8% |
| 1Y | +12.9% | +7.2% | +5.7% | +4.7% |
| 3Y | +74.9% | +134.2% | -59.2% | +17.0% |
| 5Y | +59.9% | +238.3% | -178.4% | -9.1% |
| All | +153.2% | +498.9% | -345.7% | +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