-12.9%
NVTS vs VTRS
+48.3%
-61.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.5% |
| 7D | +0.5% | -3.3% | +3.8% | +2.0% |
| 30D | -18.0% | +1.4% | -19.4% | -18.5% |
| 3M | -45.6% | +4.6% | -50.3% | -47.4% |
| 6M | +28.5% | +18.1% | +10.4% | +15.8% |
| YTD | +56.2% | +34.7% | +21.5% | +31.3% |
| 1Y | +97.7% | +65.6% | +32.1% | +48.5% |
| 3Y | +35.0% | +83.8% | -48.8% | -9.7% |
| All | -12.9% | +48.3% | -61.2% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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