+45.3%
NVTS vs VFC
-25.9%
+71.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.5% |
| 7D | +9.7% | +0.8% | +8.8% | +9.3% |
| 30D | -13.6% | -11.9% | -1.7% | -8.7% |
| 3M | -51.0% | -20.2% | -30.8% | -46.8% |
| 6M | +46.3% | -23.0% | +69.3% | +60.1% |
| YTD | +68.1% | -26.2% | +94.3% | +86.2% |
| 1Y | +113.9% | -13.3% | +127.2% | +115.3% |
| 3Y | +45.3% | -25.5% | +70.8% | +35.3% |
| All | +45.3% | -25.9% | +71.2% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling