+68.6%
VTV vs NVD
-99.1%
+167.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -0.5% |
| 7D | -2.1% | +9.0% | -11.1% | -1.7% |
| 30D | -1.3% | -5.5% | +4.1% | -1.4% |
| 3M | +5.6% | -24.6% | +30.3% | +4.7% |
| 6M | +12.4% | -42.1% | +54.5% | +10.6% |
| YTD | +17.6% | -44.3% | +62.0% | +15.8% |
| 1Y | +23.5% | -54.2% | +77.7% | +20.9% |
| 3Y | +67.0% | -99.1% | +166.1% | +44.5% |
| All | +68.6% | -99.1% | +167.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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