+80.6%
VTV vs NVT
+419.5%
-338.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | -0.2% |
| 7D | -1.1% | +4.1% | -5.2% | -2.0% |
| 30D | -1.0% | -5.1% | +4.1% | -0.2% |
| 3M | +4.6% | -1.2% | +5.8% | +4.1% |
| 6M | +13.5% | +46.6% | -33.1% | +2.3% |
| YTD | +18.5% | +60.0% | -41.5% | +4.2% |
| 1Y | +22.9% | +70.8% | -47.9% | +5.6% |
| 3Y | +67.8% | +187.5% | -119.7% | +17.4% |
| All | +80.6% | +419.5% | -338.9% | -2.6% |
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