+11.4%
VT vs NVT
-5.2%
+16.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.7% | -1.1% |
| 7D | -2.3% | -15.7% | +13.4% | 0.0% |
| 30D | -5.0% | -36.6% | +31.6% | +2.1% |
| 3M | -4.9% | -34.8% | +30.0% | +1.3% |
| 6M | -1.5% | -38.2% | +36.7% | +5.4% |
| YTD | +8.5% | +4.8% | +3.7% | +3.4% |
| 1Y | +11.4% | -2.8% | +14.2% | +7.9% |
| All | +11.4% | -5.2% | +16.5% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling