-7.8%
NVTS vs VMC
+51.9%
-59.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.4% |
| 7D | +2.7% | -4.3% | +7.0% | +7.1% |
| 30D | -4.5% | -8.2% | +3.8% | +3.6% |
| 3M | -61.5% | -7.0% | -54.5% | -59.9% |
| 6M | +28.0% | -10.8% | +38.7% | +38.3% |
| YTD | +65.3% | -7.4% | +72.7% | +69.3% |
| 1Y | +113.0% | -9.5% | +122.5% | +124.7% |
| 3Y | +34.7% | +20.5% | +14.2% | +2.1% |
| All | -7.8% | +51.9% | -59.7% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling