+43.0%
NVTS vs VIG
+55.4%
-12.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -1.9% |
| 7D | +3.5% | -1.2% | +4.6% | +6.8% |
| 30D | -11.9% | -2.8% | -9.1% | -4.9% |
| 3M | -49.2% | +2.5% | -51.7% | -52.8% |
| 6M | +38.4% | +8.1% | +30.3% | +14.5% |
| YTD | +62.5% | +9.6% | +52.9% | +32.6% |
| 1Y | +101.4% | +14.2% | +87.2% | +51.3% |
| All | +43.0% | +55.4% | -12.4% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling