-12.9%
NVTS vs VEU
+55.1%
-68.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -0.5% |
| 7D | +0.5% | -1.9% | +2.4% | +5.8% |
| 30D | -18.0% | -0.7% | -17.3% | -16.0% |
| 3M | -45.6% | +4.9% | -50.5% | -49.9% |
| 6M | +28.5% | +9.8% | +18.6% | +8.5% |
| YTD | +56.2% | +15.3% | +40.9% | +19.4% |
| 1Y | +97.7% | +23.0% | +74.7% | +31.9% |
| 3Y | +35.0% | +73.5% | -38.5% | -57.3% |
| All | -12.9% | +55.1% | -68.0% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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