-42.8%
NVTS vs VFC
-67.9%
+25.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.9% |
| 3M | -26.0% | +40.6% | -66.6% | -37.9% |
| 6M | -55.5% | +16.5% | -72.0% | -59.9% |
| YTD | +41.0% | +16.2% | +24.9% | +25.5% |
| 1Y | +10.4% | +42.4% | -32.0% | -12.8% |
| 3Y | +60.9% | +48.1% | +12.8% | +11.2% |
| 5Y | -42.8% | -67.8% | +25.0% | +25.0% |
| All | -42.8% | -67.9% | +25.1% | +25.0% |
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