+49.6%
NVTS vs VLTO
+57.1%
-7.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.2% |
| 7D | +7.9% | +1.5% | +6.4% | +7.6% |
| 30D | +0.8% | +20.9% | -20.1% | -4.1% |
| 3M | -26.0% | +21.4% | -47.4% | -29.7% |
| 6M | -55.5% | +37.6% | -93.1% | -60.6% |
| YTD | +41.0% | +19.5% | +21.5% | +34.3% |
| 1Y | +10.4% | +22.0% | -11.6% | +3.1% |
| 3Y | +60.9% | +70.7% | -9.8% | +17.8% |
| All | +49.6% | +57.1% | -7.4% | +16.4% |
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