-9.1%
NVTS vs ITOT
+72.6%
-81.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +2.1% |
| 7D | -1.4% | -0.9% | -0.5% | +1.1% |
| 30D | -16.5% | -1.5% | -15.1% | -13.1% |
| 3M | -47.6% | +3.6% | -51.2% | -51.1% |
| 6M | +7.3% | +13.7% | -6.4% | -17.0% |
| YTD | +62.9% | +12.9% | +50.0% | +31.3% |
| 1Y | +91.3% | +17.2% | +74.1% | +45.2% |
| 3Y | +43.4% | +75.6% | -32.2% | -53.5% |
| All | -9.1% | +72.6% | -81.7% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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