-6.3%
NVTS vs VTR
+88.5%
-94.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +9.7% | -2.4% | +12.1% | +10.4% |
| 30D | -13.6% | -3.7% | -9.9% | -12.7% |
| 3M | -51.0% | +13.5% | -64.5% | -54.2% |
| 6M | +46.3% | +7.2% | +39.1% | +39.0% |
| YTD | +68.1% | +17.6% | +50.5% | +52.5% |
| 1Y | +113.9% | +35.4% | +78.5% | +79.0% |
| 3Y | +45.3% | +132.8% | -87.6% | -18.9% |
| All | -6.3% | +88.5% | -94.8% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling