+113.0%
NVTS vs VFC
-6.8%
+119.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +5.6% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | -4.5% | -11.6% | +7.2% | -1.2% |
| 3M | -61.5% | -18.1% | -43.4% | -59.9% |
| 6M | +28.0% | -27.4% | +55.3% | +37.2% |
| YTD | +65.3% | -24.8% | +90.1% | +74.8% |
| 1Y | +113.0% | -8.2% | +121.2% | +109.2% |
| All | +113.0% | -6.8% | +119.8% | +109.2% |
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