-9.1%
NVTS vs VIG
+61.5%
-70.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +2.5% |
| 7D | -1.4% | -1.1% | -0.4% | +1.3% |
| 30D | -16.5% | -2.7% | -13.8% | -10.7% |
| 3M | -47.6% | +2.5% | -50.2% | -51.1% |
| 6M | +7.3% | +9.2% | -1.9% | -11.1% |
| YTD | +62.9% | +9.8% | +53.1% | +35.4% |
| 1Y | +91.3% | +12.4% | +78.9% | +53.0% |
| 3Y | +43.4% | +55.9% | -12.5% | -42.4% |
| All | -9.1% | +61.5% | -70.7% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling