+299.6%
VUG vs NVT
+731.8%
-432.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.7% |
| 7D | -0.5% | +4.1% | -4.6% | -1.9% |
| 30D | -1.0% | -5.1% | +4.2% | +0.5% |
| 3M | +3.5% | -1.2% | +4.7% | +2.7% |
| 6M | +14.2% | +46.6% | -32.4% | -2.5% |
| YTD | +8.5% | +60.0% | -51.5% | -10.7% |
| 1Y | +12.9% | +70.8% | -57.9% | -9.9% |
| 3Y | +85.6% | +187.5% | -101.9% | +16.2% |
| 5Y | +78.1% | +426.1% | -348.0% | -12.4% |
| All | +299.6% | +731.8% | -432.1% | +59.2% |
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