+165.3%
VTR vs NVT
+731.8%
-566.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -2.2% |
| 7D | -0.3% | +4.1% | -4.4% | -1.9% |
| 30D | +1.1% | -5.1% | +6.2% | +2.6% |
| 3M | +7.9% | -1.2% | +9.1% | +5.9% |
| 6M | +6.2% | +46.6% | -40.4% | -13.5% |
| YTD | +17.7% | +60.0% | -42.3% | -8.4% |
| 1Y | +32.9% | +70.8% | -37.9% | -1.3% |
| 3Y | +129.7% | +187.5% | -57.9% | +16.4% |
| 5Y | +89.3% | +426.1% | -336.8% | -38.3% |
| All | +165.3% | +731.8% | -566.5% | -43.4% |
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