-9.1%
NVTS vs VO
+39.5%
-48.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +2.4% |
| 7D | -1.4% | -1.5% | +0.1% | +2.4% |
| 30D | -16.5% | -3.0% | -13.5% | -9.6% |
| 3M | -47.6% | +2.8% | -50.5% | -50.4% |
| 6M | +7.3% | +10.9% | -3.6% | -11.5% |
| YTD | +62.9% | +12.5% | +50.4% | +32.6% |
| 1Y | +91.3% | +12.0% | +79.3% | +60.2% |
| 3Y | +43.4% | +56.3% | -12.9% | -38.6% |
| All | -9.1% | +39.5% | -48.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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