+78.3%
NVTS vs VLTO
+26.2%
+52.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +9.7% | -1.6% | +11.3% | +10.2% |
| 30D | -13.6% | -2.9% | -10.7% | -12.9% |
| 3M | -51.0% | +12.7% | -63.7% | -54.3% |
| 6M | +46.3% | +1.6% | +44.8% | +43.5% |
| YTD | +68.1% | -4.0% | +72.0% | +69.7% |
| 1Y | +113.9% | -10.2% | +124.1% | +124.8% |
| All | +78.3% | +26.2% | +52.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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