-38.6%
NVTS vs VT
+57.1%
-95.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.1% | -11.7% | -3.8% |
| 7D | -14.6% | -4.2% | -10.4% | -1.7% |
| 30D | -34.3% | -5.8% | -28.5% | -19.7% |
| 3M | -36.4% | -5.2% | -31.1% | -22.6% |
| 6M | -55.2% | +0.1% | -55.3% | -50.8% |
| YTD | +10.1% | +8.2% | +1.9% | +2.2% |
| 1Y | -20.3% | +10.1% | -30.4% | -28.3% |
| 3Y | +27.4% | +69.7% | -42.3% | -57.3% |
| 5Y | -47.6% | +53.4% | -101.0% | -76.3% |
| All | -38.6% | +57.1% | -95.7% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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