-55.5%
NVTS vs VFC
+10.7%
-66.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.5% |
| 7D | +7.9% | -1.4% | +9.3% | +8.5% |
| 30D | +0.8% | +30.7% | -29.9% | -4.0% |
| 3M | -26.0% | +40.6% | -66.6% | -31.7% |
| 6M | -55.5% | +16.5% | -72.0% | -60.0% |
| All | -55.5% | +10.7% | -66.2% | -60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling