-57.7%
NVTS vs VMC
+0.8%
-58.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | +3.9% | -1.3% | +5.2% | +4.5% |
| 30D | -4.3% | +15.5% | -19.8% | -6.7% |
| 3M | -34.5% | +0.6% | -35.1% | -34.2% |
| 6M | -57.7% | +2.1% | -59.8% | -61.3% |
| All | -57.7% | +0.8% | -58.6% | -61.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling