-12.9%
NVTS vs VFC
-79.9%
+67.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.6% | -2.8% |
| 7D | +0.5% | -4.0% | +4.4% | +2.6% |
| 30D | -18.0% | -14.6% | -3.4% | -11.3% |
| 3M | -45.6% | -23.1% | -22.5% | -39.2% |
| 6M | +28.5% | -25.2% | +53.7% | +44.3% |
| YTD | +56.2% | -29.5% | +85.6% | +79.2% |
| 1Y | +97.7% | -14.4% | +112.1% | +99.8% |
| 3Y | +35.0% | -28.7% | +63.7% | +33.0% |
| All | -12.9% | -79.9% | +67.0% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling