+44.0%
NVTS vs VLTO
+69.5%
-25.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.1% | +9.5% |
| 7D | +1.5% | +5.4% | -3.9% | +0.8% |
| 30D | -23.8% | +22.3% | -46.1% | -26.8% |
| 3M | -30.6% | +19.6% | -50.2% | -32.9% |
| 6M | -48.4% | +35.2% | -83.5% | -53.1% |
| YTD | +20.6% | +17.9% | +2.7% | +17.1% |
| 1Y | -2.5% | +19.5% | -22.1% | -6.6% |
| 3Y | +44.0% | +73.9% | -29.9% | +27.9% |
| All | +44.0% | +69.5% | -25.5% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling