+145.2%
VT vs NVT
+445.0%
-299.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.7% | -2.1% |
| 7D | -2.3% | -15.7% | +13.4% | +2.0% |
| 30D | -5.0% | -36.6% | +31.6% | +7.7% |
| 3M | -4.9% | -34.8% | +30.0% | +6.1% |
| 6M | -1.5% | -38.2% | +36.7% | +10.7% |
| YTD | +8.5% | +4.8% | +3.7% | +1.5% |
| 1Y | +11.4% | -2.8% | +14.2% | +6.5% |
| 3Y | +70.1% | +119.5% | -49.5% | +15.7% |
| 5Y | +53.7% | +204.7% | -151.0% | -9.7% |
| All | +145.2% | +445.0% | -299.8% | +10.8% |
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