-30.1%
NVTS vs VSH
+52.3%
-82.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -2.0% |
| 7D | +3.9% | +14.3% | -10.4% | -9.9% |
| 30D | -4.3% | -7.9% | +3.5% | +3.4% |
| 3M | -34.5% | -19.9% | -14.6% | -19.1% |
| 6M | -57.7% | -30.5% | -27.2% | -41.5% |
| YTD | +25.4% | +85.7% | -60.3% | -39.1% |
| 1Y | +13.1% | +98.9% | -85.8% | -49.3% |
| 3Y | +48.9% | +32.1% | +16.8% | +7.4% |
| 5Y | -51.8% | +39.7% | -91.5% | -69.3% |
| All | -30.1% | +52.3% | -82.4% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling