-61.3%
NVD vs VLTO
-9.1%
-52.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.0% |
| 7D | -7.7% | -1.6% | -6.1% | -7.4% |
| 30D | -5.8% | -2.9% | -2.9% | -5.3% |
| 3M | -23.2% | +12.7% | -35.9% | -23.6% |
| 6M | -49.7% | +1.6% | -51.3% | -49.8% |
| YTD | -47.7% | -4.0% | -43.7% | -47.6% |
| 1Y | -61.3% | -10.2% | -51.2% | -61.6% |
| All | -61.3% | -9.1% | -52.2% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling