+54.7%
SCHD vs NVTS
-20.2%
+74.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -0.8% | -18.0% | +17.2% | -0.4% |
| 3M | +6.2% | -45.6% | +51.8% | +7.5% |
| 6M | +11.8% | +28.5% | -16.6% | +9.7% |
| YTD | +26.0% | +56.2% | -30.2% | +22.5% |
| 1Y | +28.1% | +97.7% | -69.6% | +22.9% |
| 3Y | +54.6% | +35.0% | +19.6% | +47.7% |
| All | +54.7% | -20.2% | +74.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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