-10.8%
NVTS vs VMC
+3.7%
-14.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.6% | +4.4% | +6.8% |
| 7D | -0.3% | +12.3% | -12.7% | -6.1% |
| 30D | -24.4% | +21.2% | -45.6% | -31.8% |
| 3M | -26.5% | +4.6% | -31.1% | -28.1% |
| 6M | -41.4% | +3.9% | -45.3% | -43.7% |
| YTD | +30.7% | +5.0% | +25.7% | +3.6% |
| 1Y | -10.8% | +2.6% | -13.4% | -25.4% |
| All | -10.8% | +3.7% | -14.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling