-12.9%
NVTS vs VIG
+60.4%
-73.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -2.7% |
| 7D | +0.5% | -2.2% | +2.7% | +6.2% |
| 30D | -18.0% | -3.2% | -14.8% | -11.3% |
| 3M | -45.6% | +3.0% | -48.6% | -49.7% |
| 6M | +28.5% | +8.1% | +20.3% | +8.9% |
| YTD | +56.2% | +9.1% | +47.1% | +32.1% |
| 1Y | +97.7% | +12.6% | +85.1% | +57.9% |
| 3Y | +35.0% | +55.4% | -20.4% | -45.3% |
| All | -12.9% | +60.4% | -73.3% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling