-12.9%
NVTS vs VFC
-79.8%
+66.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.1% |
| 7D | +0.5% | -3.3% | +3.7% | +2.2% |
| 30D | -18.0% | -14.0% | -4.0% | -11.6% |
| 3M | -45.6% | -22.6% | -23.1% | -39.4% |
| 6M | +28.5% | -24.7% | +53.2% | +43.8% |
| YTD | +56.2% | -29.0% | +85.1% | +78.5% |
| 1Y | +97.7% | -13.8% | +111.5% | +99.1% |
| 3Y | +35.0% | -28.2% | +63.2% | +32.5% |
| All | -12.9% | -79.8% | +66.9% | +146.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling