-9.4%
NVTS vs VYM
+73.2%
-82.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.2% |
| 7D | +3.5% | -1.0% | +4.5% | +5.8% |
| 30D | -11.9% | -2.0% | -9.9% | -7.7% |
| 3M | -49.2% | +3.1% | -52.3% | -52.6% |
| 6M | +38.4% | +8.9% | +29.5% | +17.2% |
| YTD | +62.5% | +14.7% | +47.7% | +24.9% |
| 1Y | +101.4% | +19.4% | +82.0% | +44.2% |
| 3Y | +40.4% | +65.4% | -25.0% | -46.9% |
| All | -9.4% | +73.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling