+171.9%
NVTS vs VG
-49.4%
+221.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | +9.6% | -7.7% | +17.3% | +11.9% |
| 30D | -13.0% | -8.8% | -4.2% | -11.0% |
| 3M | -28.8% | -15.6% | -13.2% | -26.1% |
| 6M | -48.5% | +5.2% | -53.7% | -52.5% |
| YTD | +31.4% | +76.9% | -45.5% | -13.0% |
| 1Y | -2.3% | +42.5% | -44.8% | -29.0% |
| All | +171.9% | -49.4% | +221.3% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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