-10.8%
NVTS vs VFC
+52.5%
-63.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.4% | +4.6% | +8.1% |
| 7D | -0.3% | +21.5% | -21.8% | -4.1% |
| 30D | -24.4% | +46.7% | -71.1% | -30.5% |
| 3M | -26.5% | +38.4% | -64.9% | -31.8% |
| 6M | -41.4% | +15.2% | -56.6% | -44.5% |
| YTD | +30.7% | +17.8% | +12.9% | +23.2% |
| 1Y | -10.8% | +55.6% | -66.4% | -14.0% |
| All | -10.8% | +52.5% | -63.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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