-9.4%
NVTS vs VSH
+80.7%
-90.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -4.1% |
| 7D | +3.5% | +3.5% | 0.0% | -0.2% |
| 30D | -11.9% | -4.4% | -7.5% | -7.5% |
| 3M | -49.2% | -45.8% | -3.4% | -4.7% |
| 6M | +38.4% | +90.1% | -51.7% | -33.1% |
| YTD | +62.5% | +120.3% | -57.9% | -32.5% |
| 1Y | +101.4% | +112.2% | -10.8% | -10.2% |
| 3Y | +40.4% | +36.6% | +3.8% | +3.4% |
| All | -9.4% | +80.7% | -90.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling