+42.3%
NVTS vs VLTO
+56.1%
-13.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.8% | +10.4% | +11.1% |
| 7D | +20.8% | +2.0% | +18.8% | +20.3% |
| 30D | -11.1% | +21.8% | -32.9% | -15.7% |
| 3M | -31.0% | +20.2% | -51.2% | -34.3% |
| 6M | -47.4% | +36.3% | -83.7% | -53.2% |
| YTD | +34.2% | +18.8% | +15.3% | +27.9% |
| 1Y | +22.2% | +20.4% | +1.8% | +14.8% |
| 3Y | +68.4% | +71.9% | -3.5% | +22.1% |
| All | +42.3% | +56.1% | -13.8% | +10.9% |
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