-12.9%
NVTS vs VSH
+79.0%
-91.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -2.9% | -2.9% |
| 7D | +0.5% | +3.1% | -2.6% | -2.7% |
| 30D | -18.0% | -5.7% | -12.3% | -12.5% |
| 3M | -45.6% | -42.5% | -3.1% | -4.7% |
| 6M | +28.5% | +82.7% | -54.2% | -35.2% |
| YTD | +56.2% | +118.2% | -62.1% | -34.5% |
| 1Y | +97.7% | +109.7% | -12.0% | -10.7% |
| 3Y | +35.0% | +35.3% | -0.3% | +0.4% |
| All | -12.9% | +79.0% | -91.9% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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