+215.0%
VTI vs NVT
+731.8%
-516.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | -0.7% |
| 7D | -0.9% | +4.1% | -5.0% | -2.3% |
| 30D | -1.4% | -5.1% | +3.7% | -0.1% |
| 3M | +3.6% | -1.2% | +4.8% | +2.7% |
| 6M | +13.6% | +46.6% | -33.0% | -3.0% |
| YTD | +12.9% | +60.0% | -47.1% | -7.0% |
| 1Y | +17.2% | +70.8% | -53.6% | -6.5% |
| 3Y | +75.7% | +187.5% | -111.9% | +9.0% |
| 5Y | +75.4% | +426.1% | -350.7% | -16.1% |
| All | +215.0% | +731.8% | -516.8% | +20.3% |
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