+33.0%
NVTS vs VLTO
+56.4%
-23.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.5% |
| 7D | +3.9% | +1.0% | +3.0% | +3.7% |
| 30D | -4.3% | +17.5% | -21.8% | -8.1% |
| 3M | -34.5% | +21.4% | -55.9% | -37.8% |
| 6M | -57.7% | +38.1% | -95.9% | -62.6% |
| YTD | +25.4% | +19.0% | +6.3% | +19.4% |
| 1Y | +13.1% | +20.7% | -7.5% | +6.3% |
| 3Y | +48.9% | +64.3% | -15.4% | +12.3% |
| All | +33.0% | +56.4% | -23.4% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling