-98.3%
NVD vs VLTO
+70.6%
-168.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +4.2% |
| 7D | +28.6% | +1.0% | +27.6% | +29.2% |
| 30D | +73.6% | +17.5% | +56.2% | +86.1% |
| 3M | +70.1% | +21.4% | +48.7% | +85.3% |
| 6M | +53.6% | +38.1% | +15.5% | +81.0% |
| YTD | -7.0% | +19.0% | -26.0% | -1.7% |
| 1Y | -9.0% | +20.7% | -29.6% | -2.9% |
| 3Y | -98.3% | +64.3% | -162.6% | -98.1% |
| All | -98.3% | +70.6% | -168.9% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling