-9.1%
NVTS vs VYM
+73.5%
-82.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +2.7% |
| 7D | -1.4% | -0.8% | -0.6% | +0.5% |
| 30D | -16.5% | -2.2% | -14.3% | -12.0% |
| 3M | -47.6% | +3.1% | -50.7% | -51.3% |
| 6M | +7.3% | +9.7% | -2.4% | -10.5% |
| YTD | +62.9% | +14.9% | +48.0% | +24.9% |
| 1Y | +91.3% | +17.6% | +73.7% | +41.4% |
| 3Y | +43.4% | +65.3% | -21.9% | -45.7% |
| All | -9.1% | +73.5% | -82.6% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling