+67.6%
NVTS vs VFC
+49.7%
+17.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.6% |
| 7D | +7.9% | -1.4% | +9.3% | +9.0% |
| 30D | +0.8% | +30.7% | -29.9% | -11.4% |
| 3M | -26.0% | +40.6% | -66.6% | -37.4% |
| 6M | -55.5% | +16.5% | -72.0% | -59.7% |
| YTD | +41.0% | +16.2% | +24.9% | +26.0% |
| 1Y | +10.4% | +42.4% | -32.0% | -12.3% |
| All | +67.6% | +49.7% | +17.9% | +22.4% |
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