+67.6%
NVTS vs VO
+68.0%
-0.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +3.8% |
| 7D | +7.9% | +0.2% | +7.7% | +8.9% |
| 30D | +0.8% | +2.0% | -1.2% | -2.5% |
| 3M | -26.0% | -0.3% | -25.7% | -23.1% |
| 6M | -55.5% | +7.3% | -62.8% | -60.9% |
| YTD | +41.0% | +15.0% | +26.1% | +8.3% |
| 1Y | +10.4% | +14.7% | -4.3% | -14.2% |
| All | +67.6% | +68.0% | -0.4% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling