+84.5%
VTR vs NVT
+419.5%
-335.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -1.0% |
| 7D | -0.3% | +4.1% | -4.4% | -0.8% |
| 30D | +1.1% | -5.1% | +6.2% | +1.6% |
| 3M | +7.9% | -1.2% | +9.1% | +7.5% |
| 6M | +6.2% | +46.6% | -40.4% | -1.1% |
| YTD | +17.7% | +60.0% | -42.3% | +7.8% |
| 1Y | +32.9% | +70.8% | -37.9% | +19.5% |
| 3Y | +129.7% | +187.5% | -57.9% | +70.8% |
| All | +84.5% | +419.5% | -335.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling