+160.7%
VT vs NVT
+699.2%
-538.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | +0.4% | +5.1% | -4.6% | -1.1% |
| 30D | +1.0% | -3.7% | +4.7% | +1.9% |
| 3M | +2.4% | -10.1% | +12.5% | +4.8% |
| 6M | +12.0% | +37.5% | -25.5% | -1.0% |
| YTD | +15.3% | +53.7% | -38.4% | -2.2% |
| 1Y | +22.6% | +70.9% | -48.3% | -0.4% |
| 3Y | +74.7% | +180.4% | -105.7% | +13.1% |
| 5Y | +66.1% | +393.5% | -327.3% | -14.8% |
| All | +160.7% | +699.2% | -538.6% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling