+91.3%
NVTS vs VTR
+33.3%
+58.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +3.8% |
| 7D | -1.4% | -0.3% | -1.1% | -1.7% |
| 30D | -16.5% | +1.1% | -17.6% | -15.4% |
| 3M | -47.6% | +7.9% | -55.5% | -42.4% |
| 6M | +7.3% | +6.2% | +1.1% | +23.4% |
| YTD | +62.9% | +17.7% | +45.2% | +100.8% |
| 1Y | +91.3% | +32.9% | +58.4% | +146.2% |
| All | +91.3% | +33.3% | +58.0% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling