+242.0%
NVTS vs VG
-39.3%
+281.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | +2.7% | +1.7% | +1.0% | +2.1% |
| 30D | -4.5% | +16.0% | -20.5% | -9.2% |
| 3M | -61.5% | +9.7% | -71.3% | -63.4% |
| 6M | +28.0% | +29.6% | -1.6% | +4.0% |
| YTD | +65.3% | +112.0% | -46.8% | +4.8% |
| 1Y | +113.0% | +12.8% | +100.2% | +70.8% |
| All | +242.0% | -39.3% | +281.4% | +219.5% |
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