-12.9%
NVTS vs VMC
+45.0%
-57.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.1% |
| 7D | +0.5% | -3.7% | +4.2% | +4.0% |
| 30D | -18.0% | -12.8% | -5.3% | -7.0% |
| 3M | -45.6% | -7.9% | -37.7% | -43.0% |
| 6M | +28.5% | -7.5% | +36.0% | +32.9% |
| YTD | +56.2% | -11.6% | +67.8% | +67.0% |
| 1Y | +97.7% | -14.3% | +111.9% | +119.7% |
| 3Y | +35.0% | +18.5% | +16.5% | +3.3% |
| All | -12.9% | +45.0% | -57.9% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling